+5.7%
CNP vs AG
+32.5%
-26.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.5% |
| 7D | -4.3% | +10.8% | -15.1% | -4.1% |
| 30D | +5.7% | -8.2% | +13.9% | +5.7% |
| 3M | +0.9% | -13.7% | +14.6% | +0.9% |
| 6M | -1.1% | -27.3% | +26.2% | -1.0% |
| YTD | +8.3% | -4.6% | +12.8% | +10.0% |
| All | +5.7% | +32.5% | -26.8% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling