+817.8%
CNP vs AEIS
+2,566.8%
-1,749.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | -1.8% | -14.6% | +12.8% | -0.7% |
| 3M | -4.6% | -12.4% | +7.8% | -4.4% |
| 6M | -8.8% | -15.0% | +6.1% | -8.7% |
| YTD | +5.2% | +34.3% | -29.1% | +1.1% |
| 1Y | +8.3% | +87.4% | -79.1% | +0.8% |
| 3Y | +54.9% | +139.8% | -84.9% | +39.0% |
| 5Y | +73.5% | +220.7% | -147.2% | +50.1% |
| 10Y | +139.1% | +531.6% | -392.5% | +91.3% |
| All | +817.8% | +2,566.8% | -1,749.0% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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