+431.9%
CNP vs AG
+445.6%
-13.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -1.8% | +19.2% | -21.0% | -3.2% |
| 3M | -4.6% | +6.2% | -10.8% | -5.6% |
| 6M | -8.8% | -26.7% | +17.8% | -7.6% |
| YTD | +5.2% | +26.1% | -20.9% | +1.6% |
| 1Y | +8.3% | +131.7% | -123.3% | -1.1% |
| 3Y | +54.9% | +255.3% | -200.5% | +32.8% |
| 5Y | +73.5% | +61.9% | +11.6% | +55.0% |
| 10Y | +139.1% | +72.0% | +67.1% | +97.9% |
| All | +431.9% | +445.6% | -13.8% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling