+58.4%
CNP vs AMC
-72.0%
+130.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.5% | +9.9% | -2.6% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +3.7% | +4.4% | -0.8% | +3.7% |
| 3M | -1.1% | +15.4% | -16.4% | -1.1% |
| 6M | -7.1% | +93.7% | -100.8% | -7.2% |
| YTD | +6.0% | +97.4% | -91.4% | +5.8% |
| 1Y | +5.2% | +23.2% | -18.0% | +5.3% |
| All | +58.4% | -72.0% | +130.4% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling