+117.1%
AMAT vs CNP
+69.8%
+47.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -13.1% |
| 7D | -24.3% | -5.3% | -19.0% | -23.6% |
| 30D | -39.8% | +3.7% | -43.5% | -40.1% |
| 3M | -40.2% | -1.1% | -39.1% | -40.1% |
| 6M | -22.1% | -7.1% | -15.0% | -21.4% |
| YTD | +24.7% | +6.0% | +18.6% | +21.5% |
| 1Y | +33.3% | +5.2% | +28.1% | +30.0% |
| 3Y | +133.9% | +57.5% | +76.3% | +95.5% |
| 5Y | +117.1% | +70.0% | +47.0% | +74.3% |
| All | +117.1% | +69.8% | +47.3% | +74.3% |
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