+9.9%
CNP vs AG
+123.1%
-113.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.1% |
| 7D | +1.6% | +4.5% | -2.8% | +1.7% |
| 30D | -0.8% | +12.9% | -13.6% | -0.6% |
| 3M | -3.6% | +20.9% | -24.5% | -3.2% |
| 6M | -6.9% | -19.5% | +12.6% | -6.5% |
| YTD | +6.4% | +24.8% | -18.4% | +6.7% |
| 1Y | +9.9% | +120.2% | -110.3% | +8.0% |
| All | +9.9% | +123.1% | -113.1% | +8.0% |
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