+134.8%
CNP vs AMC
-98.7%
+233.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | -4.2% | +2.6% | -6.8% | -4.2% |
| 30D | +5.5% | +9.0% | -3.5% | +5.4% |
| 3M | +0.6% | +22.2% | -21.6% | +0.3% |
| 6M | -2.8% | +91.5% | -94.3% | -3.7% |
| YTD | +7.9% | +101.3% | -93.4% | +6.8% |
| 1Y | +6.7% | +20.8% | -14.1% | +6.1% |
| 3Y | +61.1% | -71.3% | +132.5% | +61.6% |
| 5Y | +73.0% | -99.2% | +172.2% | +77.1% |
| All | +134.8% | -98.7% | +233.5% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling