+42.9%
AMGN vs CNP
+6.2%
+36.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.0% |
| 30D | +13.1% | +4.0% | +9.1% | +12.2% |
| 3M | +12.9% | +1.6% | +11.2% | +12.5% |
| 6M | +40.8% | -1.7% | +42.4% | +41.9% |
| YTD | +45.6% | +8.6% | +37.0% | +46.6% |
| All | +42.9% | +6.2% | +36.6% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling