+1,059.7%
APH vs CNP
+137.5%
+922.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | -3.9% | -1.8% | -2.1% | -3.3% |
| 3M | +13.0% | -4.6% | +17.6% | +14.3% |
| 6M | +25.2% | -8.8% | +34.0% | +28.6% |
| YTD | +22.9% | +5.2% | +17.7% | +19.4% |
| 1Y | +47.8% | +8.3% | +39.5% | +41.5% |
| 3Y | +283.0% | +54.9% | +228.1% | +210.0% |
| 5Y | +349.7% | +73.5% | +276.2% | +243.9% |
| All | +1,059.7% | +137.5% | +922.2% | +621.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling