+72.4%
CNP vs AGI
+245.4%
-173.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.2% |
| 7D | +2.5% | -7.5% | +9.9% | +3.0% |
| 30D | +4.0% | -9.9% | +13.9% | +4.7% |
| 3M | +1.6% | -14.2% | +15.8% | +2.5% |
| 6M | -1.7% | -35.2% | +33.5% | +1.5% |
| YTD | +8.6% | -25.2% | +33.9% | +9.4% |
| 1Y | +5.8% | -14.3% | +20.1% | +4.6% |
| 3Y | +63.0% | +127.7% | -64.7% | +37.1% |
| All | +72.4% | +245.4% | -173.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling