+126.7%
AMAT vs CNP
+73.6%
+53.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | -14.7% | -4.2% | -10.5% | -14.1% |
| 30D | -36.1% | +5.5% | -41.6% | -36.6% |
| 3M | -36.9% | +0.6% | -37.4% | -36.9% |
| 6M | -22.2% | -2.8% | -19.4% | -22.2% |
| YTD | +29.9% | +7.9% | +22.1% | +26.3% |
| 1Y | +43.3% | +6.7% | +36.6% | +39.5% |
| 3Y | +142.7% | +61.1% | +81.5% | +101.7% |
| All | +126.7% | +73.6% | +53.2% | +80.7% |
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 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