+1,146.4%
CNP vs AGI
+4,206.7%
-3,060.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +1.3% | -10.1% | +11.4% | +1.8% |
| 30D | +3.8% | -6.5% | +10.3% | +4.0% |
| 3M | +2.4% | -12.8% | +15.2% | +2.9% |
| 6M | -1.2% | -34.3% | +33.1% | +0.5% |
| YTD | +9.3% | -25.6% | +34.9% | +10.0% |
| 1Y | +6.4% | -14.2% | +20.7% | +6.3% |
| 3Y | +66.4% | +127.3% | -60.9% | +56.7% |
| 5Y | +75.7% | +241.8% | -166.1% | +61.1% |
| 10Y | +145.1% | +381.8% | -236.6% | +115.7% |
| All | +1,146.4% | +4,206.7% | -3,060.3% | +854.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling