+61.1%
CNP vs ACM
-12.3%
+73.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.2% | +5.4% | -9.6% | -4.6% |
| 30D | +5.5% | +15.1% | -9.6% | +4.3% |
| 3M | +0.6% | -10.5% | +11.0% | +1.3% |
| 6M | -2.8% | -19.7% | +16.9% | -1.2% |
| YTD | +7.9% | -28.8% | +36.7% | +10.6% |
| 1Y | +6.7% | -47.9% | +54.5% | +14.8% |
| 3Y | +61.1% | -12.4% | +73.5% | +46.5% |
| All | +61.1% | -12.3% | +73.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling