+16.6%
AGG vs CNP
+146.5%
-129.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | +0.6% | +3.8% | -3.2% | +0.5% |
| 3M | -1.6% | +2.4% | -4.0% | -1.7% |
| 6M | -1.6% | -1.2% | -0.4% | -1.6% |
| YTD | -1.5% | +9.3% | -10.8% | -1.9% |
| 1Y | -1.1% | +6.4% | -7.5% | -1.4% |
| 3Y | +13.6% | +66.4% | -52.7% | +11.4% |
| 5Y | -1.7% | +75.7% | -77.4% | -3.7% |
| All | +16.6% | +146.5% | -129.9% | +11.5% |
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