+1,338.1%
AMAT vs CNP
+143.5%
+1,194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -2.5% | -3.0% | +0.6% | -1.1% |
| 30D | -26.5% | +6.8% | -33.4% | -28.5% |
| 3M | -28.6% | +3.6% | -32.2% | -29.7% |
| 6M | -14.2% | 0.0% | -14.2% | -15.0% |
| YTD | +45.5% | +9.4% | +36.1% | +38.0% |
| 1Y | +59.3% | +6.8% | +52.5% | +52.4% |
| 3Y | +153.1% | +64.2% | +88.9% | +93.2% |
| 5Y | +158.2% | +76.0% | +82.1% | +88.0% |
| All | +1,338.1% | +143.5% | +1,194.6% | +648.7% |
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