+338.3%
CNP vs ACM
+250.7%
+87.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -1.1% |
| 7D | -4.3% | +6.9% | -11.2% | -6.2% |
| 30D | +5.7% | +19.1% | -13.3% | +0.5% |
| 3M | +0.9% | -6.9% | +7.9% | +2.3% |
| 6M | -1.1% | -12.0% | +11.0% | +1.3% |
| YTD | +8.3% | -25.1% | +33.4% | +15.1% |
| 1Y | +5.9% | -45.4% | +51.3% | +23.3% |
| 3Y | +64.6% | -6.9% | +71.5% | +60.5% |
| 5Y | +74.6% | +3.7% | +70.8% | +62.7% |
| 10Y | +139.8% | +135.8% | +4.1% | +69.1% |
| All | +338.3% | +250.7% | +87.6% | +132.4% |
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