+1,812.7%
CNP vs AIG
-21.5%
+1,834.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -1.8% | -4.9% | +3.1% | -1.1% |
| 3M | -4.6% | +4.5% | -9.1% | -5.3% |
| 6M | -8.8% | -1.4% | -7.4% | -8.8% |
| YTD | +5.2% | -9.8% | +15.0% | +6.6% |
| 1Y | +8.3% | -4.5% | +12.8% | +8.6% |
| 3Y | +54.9% | +37.4% | +17.4% | +46.4% |
| 5Y | +73.5% | +55.0% | +18.5% | +59.8% |
| 10Y | +139.1% | +63.7% | +75.5% | +112.1% |
| All | +1,812.7% | -21.5% | +1,834.2% | +1,269.2% |
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