+326.1%
CNP vs ACM
+230.8%
+95.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | -1.8% | -11.1% | +9.3% | +1.0% |
| 3M | -4.6% | -8.0% | +3.3% | -3.1% |
| 6M | -8.8% | -29.7% | +20.8% | -0.4% |
| YTD | +5.2% | -29.4% | +34.6% | +14.0% |
| 1Y | +8.3% | -46.4% | +54.7% | +26.7% |
| 3Y | +54.9% | -22.3% | +77.2% | +59.5% |
| 5Y | +73.5% | +4.5% | +69.0% | +61.0% |
| 10Y | +139.1% | +127.6% | +11.5% | +70.3% |
| All | +326.1% | +230.8% | +95.3% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling