+951.3%
APH vs CNP
+142.6%
+808.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.1% | -4.3% | +5.4% | +2.9% |
| 30D | -7.5% | +5.7% | -13.2% | -9.4% |
| 3M | -4.4% | +0.9% | -5.4% | -4.8% |
| 6M | +26.5% | -1.1% | +27.5% | +26.1% |
| YTD | +20.0% | +8.3% | +11.8% | +15.3% |
| 1Y | +16.9% | +5.9% | +11.0% | +13.1% |
| 3Y | +288.5% | +64.6% | +223.9% | +206.8% |
| 5Y | +310.3% | +74.6% | +235.7% | +213.5% |
| 10Y | +951.3% | +139.8% | +811.4% | +546.7% |
| All | +951.3% | +142.6% | +808.7% | +546.7% |
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 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