+306.4%
APH vs CNP
+76.5%
+229.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.2% |
| 30D | -8.4% | +6.8% | -15.2% | -9.8% |
| 3M | -4.5% | +3.6% | -8.1% | -5.4% |
| 6M | +25.3% | 0.0% | +25.3% | +24.4% |
| YTD | +18.9% | +9.4% | +9.5% | +14.7% |
| 1Y | +11.9% | +6.8% | +5.1% | +8.7% |
| 3Y | +278.0% | +64.2% | +213.8% | +206.0% |
| 5Y | +306.4% | +76.0% | +230.4% | +206.2% |
| All | +306.4% | +76.5% | +229.9% | +206.2% |
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 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