+2,285.8%
AEP vs CNP
+1,881.7%
+404.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -1.5% | -4.3% | +2.8% | +0.1% |
| 30D | +4.5% | +5.7% | -1.2% | +2.3% |
| 3M | +2.8% | +0.9% | +1.9% | +2.5% |
| 6M | -0.7% | -1.1% | +0.4% | -0.2% |
| YTD | +13.8% | +8.3% | +5.6% | +10.6% |
| 1Y | +9.0% | +5.9% | +3.1% | +6.7% |
| 3Y | +83.0% | +64.6% | +18.4% | +51.3% |
| 5Y | +83.3% | +74.6% | +8.7% | +49.3% |
| 10Y | +194.6% | +139.8% | +54.7% | +105.0% |
| All | +2,285.8% | +1,881.7% | +404.1% | +551.8% |
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