+6.7%
CNP vs AMBA
-32.7%
+39.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +2.1% |
| 7D | -4.2% | -7.2% | +3.0% | -4.6% |
| 30D | +5.5% | -10.4% | +15.9% | +4.9% |
| 3M | +0.6% | -30.1% | +30.7% | -1.4% |
| 6M | -2.8% | -22.4% | +19.6% | -2.9% |
| YTD | +7.9% | -17.3% | +25.2% | +8.9% |
| 1Y | +6.7% | -35.4% | +42.0% | +6.3% |
| All | +6.7% | -32.7% | +39.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling