+137.0%
AA vs CNP
+134.3%
+2.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.9% |
| 7D | +1.7% | +1.6% | 0.0% | +0.8% |
| 30D | +3.3% | -0.8% | +4.1% | +3.5% |
| 3M | -29.4% | -3.6% | -25.9% | -28.4% |
| 6M | -12.8% | -6.9% | -5.9% | -10.0% |
| YTD | -2.1% | +6.4% | -8.6% | -6.9% |
| 1Y | +62.8% | +9.9% | +52.8% | +51.2% |
| 3Y | +90.5% | +53.1% | +37.4% | +41.9% |
| 5Y | +19.1% | +72.0% | -52.9% | -17.3% |
| All | +137.0% | +134.3% | +2.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling