+132.8%
AMAT vs CNP
+57.5%
+75.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -13.9% |
| 7D | -24.3% | -5.3% | -19.0% | -24.9% |
| 30D | -39.8% | +3.7% | -43.5% | -39.4% |
| 3M | -40.2% | -1.1% | -39.1% | -40.2% |
| 6M | -22.1% | -7.1% | -15.0% | -22.7% |
| YTD | +24.7% | +6.0% | +18.6% | +24.6% |
| 1Y | +33.3% | +5.2% | +28.1% | +33.2% |
| All | +132.8% | +57.5% | +75.3% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling