+139.8%
CNP vs AG
+77.4%
+62.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.1% |
| 7D | -4.3% | +10.8% | -15.1% | -5.0% |
| 30D | +5.7% | -8.2% | +13.9% | +6.2% |
| 3M | +0.9% | -13.7% | +14.6% | +1.6% |
| 6M | -1.1% | -27.3% | +26.2% | +0.3% |
| YTD | +8.3% | -4.6% | +12.8% | +6.5% |
| 1Y | +5.9% | +39.4% | -33.5% | +0.9% |
| 3Y | +64.6% | +244.1% | -179.5% | +41.1% |
| 5Y | +74.6% | +16.8% | +57.8% | +59.8% |
| 10Y | +139.8% | +71.7% | +68.2% | +98.8% |
| All | +139.8% | +77.4% | +62.5% | +98.8% |
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