+1,139.2%
CNP vs AGI
+4,227.8%
-3,088.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.1% |
| 7D | +2.5% | -7.5% | +9.9% | +2.8% |
| 30D | +4.0% | -9.9% | +13.9% | +4.5% |
| 3M | +1.6% | -14.2% | +15.8% | +2.2% |
| 6M | -1.7% | -35.2% | +33.5% | +0.1% |
| YTD | +8.6% | -25.2% | +33.9% | +9.3% |
| 1Y | +5.8% | -14.3% | +20.1% | +5.7% |
| 3Y | +63.0% | +127.7% | -64.7% | +53.5% |
| 5Y | +74.7% | +243.4% | -168.8% | +60.1% |
| 10Y | +143.7% | +384.1% | -240.4% | +114.4% |
| All | +1,139.2% | +4,227.8% | -3,088.6% | +848.5% |
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