+143.3%
CNP vs AG
+64.1%
+79.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +6.9% | +1.4% |
| 7D | -3.0% | +6.0% | -9.0% | -3.4% |
| 30D | +6.8% | -13.5% | +20.4% | +7.7% |
| 3M | +3.6% | -20.7% | +24.3% | +4.9% |
| 6M | 0.0% | -31.5% | +31.5% | +1.7% |
| YTD | +9.4% | -10.1% | +19.5% | +8.0% |
| 1Y | +6.8% | +26.0% | -19.2% | +2.5% |
| 3Y | +64.2% | +228.9% | -164.7% | +41.0% |
| 5Y | +76.0% | +8.7% | +67.4% | +61.8% |
| 10Y | +143.3% | +71.9% | +71.4% | +101.6% |
| All | +143.3% | +64.1% | +79.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling