+210.9%
AA vs CNP
+1,874.4%
-1,663.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | +0.9% | -4.2% | +5.1% | +2.3% |
| 30D | -6.7% | +5.5% | -12.2% | -8.4% |
| 3M | -16.3% | +0.6% | -16.9% | -16.7% |
| 6M | -37.1% | -2.8% | -34.3% | -36.8% |
| YTD | -25.0% | +7.9% | -32.9% | -27.5% |
| 1Y | +8.6% | +6.7% | +1.9% | +5.3% |
| 3Y | +57.2% | +61.1% | -3.9% | +31.8% |
| 5Y | -13.0% | +73.0% | -86.0% | -28.5% |
| 10Y | +65.5% | +141.9% | -76.3% | +20.5% |
| All | +210.9% | +1,874.4% | -1,663.5% | +34.1% |
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 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