+291.9%
AA vs CNP
+1,826.3%
-1,534.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | +5.0% | -1.8% | +6.8% | +5.5% |
| 3M | -35.8% | -4.6% | -31.2% | -35.1% |
| 6M | -18.4% | -8.8% | -9.5% | -16.2% |
| YTD | -5.5% | +5.2% | -10.7% | -7.7% |
| 1Y | +61.0% | +8.3% | +52.7% | +55.3% |
| 3Y | +66.2% | +54.9% | +11.3% | +41.2% |
| 5Y | +11.4% | +73.5% | -62.1% | -8.5% |
| 10Y | +116.9% | +139.1% | -22.2% | +58.8% |
| All | +291.9% | +1,826.3% | -1,534.5% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling