+63.8%
AMAT vs CNP
+6.6%
+57.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.9% |
| 7D | -2.5% | -3.0% | +0.6% | -4.4% |
| 30D | -26.5% | +6.8% | -33.4% | -23.9% |
| 3M | -28.6% | +3.6% | -32.2% | -27.3% |
| 6M | -14.2% | 0.0% | -14.2% | -14.6% |
| YTD | +45.5% | +9.4% | +36.1% | +55.5% |
| All | +63.8% | +6.6% | +57.2% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling