+1,874.4%
CNP vs AIG
-14.4%
+1,888.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.5% | +2.0% | +0.4% | +2.1% |
| 30D | +4.0% | +6.3% | -2.3% | +3.0% |
| 3M | +1.6% | +9.2% | -7.5% | +0.2% |
| 6M | -1.7% | +9.5% | -11.2% | -3.2% |
| YTD | +8.6% | -1.6% | +10.3% | +8.5% |
| 1Y | +5.8% | +8.5% | -2.7% | +4.1% |
| 3Y | +63.0% | +38.3% | +24.7% | +53.9% |
| 5Y | +74.7% | +59.0% | +15.6% | +60.1% |
| 10Y | +143.7% | +67.8% | +75.9% | +114.8% |
| All | +1,874.4% | -14.4% | +1,888.8% | +1,294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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