+247.2%
AMAT vs CNP
+73.1%
+174.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -14.8% | -1.8% | -13.0% | -14.6% |
| 3M | -9.3% | -4.6% | -4.6% | -9.0% |
| 6M | +27.4% | -8.8% | +36.2% | +28.9% |
| YTD | +77.6% | +5.2% | +72.3% | +73.5% |
| 1Y | +188.9% | +8.3% | +180.6% | +179.6% |
| 3Y | +202.3% | +54.9% | +147.4% | +156.7% |
| All | +247.2% | +73.1% | +174.1% | +194.7% |
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