+23.8%
CNP vs ADVB
-97.6%
+121.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.5% | +6.9% | -2.5% |
| 7D | -5.3% | -28.0% | +22.7% | -5.1% |
| 30D | +3.7% | -70.2% | +73.9% | +4.7% |
| 3M | -1.1% | -76.1% | +75.0% | 0.0% |
| 6M | -7.1% | -72.3% | +65.2% | -6.5% |
| YTD | +6.0% | -67.5% | +73.5% | +6.0% |
| 1Y | +5.2% | -78.6% | +83.8% | +5.6% |
| All | +23.8% | -97.6% | +121.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling