-1.6%
AGG vs CNP
+73.9%
-75.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | +0.9% | +4.0% | -3.1% | +0.6% |
| 3M | -1.2% | +1.6% | -2.9% | -1.4% |
| 6M | -1.4% | -1.7% | +0.2% | -1.4% |
| YTD | -1.4% | +8.6% | -10.0% | -2.2% |
| 1Y | -1.3% | +5.8% | -7.1% | -1.9% |
| 3Y | +13.8% | +63.0% | -49.2% | +8.7% |
| 5Y | -1.6% | +74.7% | -76.2% | -5.1% |
| All | -1.6% | +73.9% | -75.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling