+202.2%
CNP vs AMBA
+837.3%
-635.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.1% | -11.0% | +12.1% | +1.9% |
| 30D | -1.8% | -23.2% | +21.3% | -0.1% |
| 3M | -4.6% | -12.7% | +8.1% | -4.7% |
| 6M | -8.8% | +11.2% | -20.1% | -11.2% |
| YTD | +5.2% | -11.2% | +16.5% | +4.1% |
| 1Y | +8.3% | -22.5% | +30.8% | +7.6% |
| 3Y | +54.9% | -1.3% | +56.2% | +46.6% |
| 5Y | +73.5% | -54.2% | +127.7% | +68.3% |
| 10Y | +139.1% | -6.1% | +145.2% | +103.8% |
| All | +202.2% | +837.3% | -635.1% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling