+6.7%
CNP vs ACM
-48.7%
+55.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.2% | +5.4% | -9.6% | -4.3% |
| 30D | +5.5% | +15.1% | -9.6% | +5.3% |
| 3M | +0.6% | -10.5% | +11.0% | +0.3% |
| 6M | -2.8% | -19.7% | +16.9% | -3.2% |
| YTD | +7.9% | -28.8% | +36.7% | +6.9% |
| 1Y | +6.7% | -47.9% | +54.5% | +8.1% |
| All | +6.7% | -48.7% | +55.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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