+69.9%
CNP vs AGI
+392.7%
-322.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.7% | +2.2% | -1.6% | +0.5% |
| 30D | -0.1% | +11.3% | -11.3% | -1.1% |
| 3M | -5.6% | +5.6% | -11.3% | -6.4% |
| 6M | -7.5% | -27.7% | +20.2% | -5.0% |
| YTD | +5.5% | -4.1% | +9.6% | +4.3% |
| 1Y | +8.3% | +13.8% | -5.4% | +4.4% |
| 3Y | +51.8% | +217.0% | -165.3% | +23.9% |
| 5Y | +69.9% | +404.3% | -334.5% | +28.7% |
| All | +69.9% | +392.7% | -322.8% | +28.7% |
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