+337.5%
AMD vs CNP
+73.1%
+264.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | -0.9% | -1.8% | +0.9% | -0.6% |
| 3M | -8.7% | -4.6% | -4.1% | -8.4% |
| 6M | +136.3% | -8.8% | +145.2% | +139.4% |
| YTD | +123.0% | +5.2% | +117.8% | +115.9% |
| 1Y | +195.2% | +8.3% | +186.9% | +183.0% |
| 3Y | +336.3% | +54.9% | +281.5% | +262.3% |
| All | +337.5% | +73.1% | +264.4% | +259.0% |
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 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