+9.9%
CNP vs ACM
-47.1%
+57.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -0.8% | -12.9% | +12.1% | -0.9% |
| 3M | -3.6% | -6.4% | +2.8% | -3.6% |
| 6M | -6.9% | -29.2% | +22.3% | -7.3% |
| YTD | +6.4% | -29.9% | +36.4% | +5.8% |
| 1Y | +9.9% | -47.3% | +57.2% | +10.9% |
| All | +9.9% | -47.1% | +57.1% | +10.9% |
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