+131.5%
CNP vs AG
+57.4%
+74.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | +1.6% | +4.5% | -2.8% | +1.3% |
| 30D | -0.8% | +12.9% | -13.6% | -1.7% |
| 3M | -3.6% | +20.9% | -24.5% | -5.1% |
| 6M | -6.9% | -19.5% | +12.6% | -6.3% |
| YTD | +6.4% | +24.8% | -18.4% | +3.1% |
| 1Y | +9.9% | +120.2% | -110.3% | +1.2% |
| 3Y | +53.1% | +279.0% | -225.9% | +30.9% |
| 5Y | +72.0% | +67.9% | +4.0% | +53.7% |
| 10Y | +131.5% | +57.5% | +74.0% | +110.8% |
| All | +131.5% | +57.4% | +74.1% | +110.8% |
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