+1,100.4%
CNP vs AGI
+5,459.2%
-4,358.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | -1.8% | +18.2% | -20.1% | -2.7% |
| 3M | -4.6% | -4.1% | -0.5% | -4.7% |
| 6M | -8.8% | -28.7% | +19.9% | -7.6% |
| YTD | +5.2% | -4.0% | +9.2% | +4.7% |
| 1Y | +8.3% | +17.4% | -9.1% | +6.4% |
| 3Y | +54.9% | +203.0% | -148.1% | +43.9% |
| 5Y | +73.5% | +376.7% | -303.2% | +56.6% |
| 10Y | +139.1% | +407.5% | -268.4% | +109.5% |
| All | +1,100.4% | +5,459.2% | -4,358.7% | +808.6% |
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