+70.0%
CNP vs AMBA
-72.1%
+142.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -2.3% |
| 7D | -5.3% | -14.6% | +9.3% | -4.9% |
| 30D | +3.7% | -18.8% | +22.5% | +4.2% |
| 3M | -1.1% | -32.6% | +31.5% | -0.1% |
| 6M | -7.1% | -25.8% | +18.7% | -7.0% |
| YTD | +6.0% | -22.1% | +28.2% | +5.7% |
| 1Y | +5.2% | -36.2% | +41.4% | +5.7% |
| 3Y | +57.5% | +10.0% | +47.5% | +49.3% |
| 5Y | +70.0% | -71.6% | +141.6% | +66.2% |
| All | +70.0% | -72.1% | +142.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling