+1,162.1%
AMAT vs CNP
+138.0%
+1,024.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.5% |
| 7D | -14.7% | -4.2% | -10.5% | -13.1% |
| 30D | -36.1% | +5.5% | -41.6% | -37.5% |
| 3M | -36.9% | +0.6% | -37.4% | -37.1% |
| 6M | -22.2% | -2.8% | -19.4% | -22.0% |
| YTD | +29.9% | +7.9% | +22.1% | +23.9% |
| 1Y | +43.3% | +6.7% | +36.6% | +37.0% |
| 3Y | +142.7% | +61.1% | +81.5% | +86.7% |
| 5Y | +126.2% | +73.0% | +53.3% | +66.0% |
| All | +1,162.1% | +138.0% | +1,024.1% | +570.0% |
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