+44.1%
AA vs CNP
+145.0%
-101.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +5.3% | +2.5% | +2.8% | +3.9% |
| 30D | -2.3% | +4.0% | -6.3% | -4.6% |
| 3M | -20.8% | +1.6% | -22.5% | -21.9% |
| 6M | -39.8% | -1.7% | -38.1% | -39.8% |
| YTD | -23.3% | +8.6% | -31.9% | -28.1% |
| 1Y | +1.8% | +5.8% | -4.0% | -3.2% |
| 3Y | +69.5% | +63.0% | +6.5% | +21.3% |
| 5Y | -18.0% | +74.7% | -92.6% | -43.6% |
| All | +44.1% | +145.0% | -101.0% | -19.1% |
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