+8.3%
CNP vs AMC
+38.0%
-29.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.3% | -10.8% | -3.4% |
| 7D | -1.3% | +17.7% | -19.0% | -1.0% |
| 30D | +8.7% | +26.2% | -17.4% | +9.2% |
| 3M | -0.7% | +31.3% | -32.1% | -0.2% |
| 6M | -4.2% | +142.8% | -146.9% | -2.3% |
| YTD | +8.9% | +125.6% | -116.8% | +10.0% |
| 1Y | +8.3% | +40.2% | -31.9% | +9.0% |
| All | +8.3% | +38.0% | -29.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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