+56.7%
CNP vs AMC
-79.6%
+136.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | +1.1% | +2.3% | -1.2% | +1.1% |
| 30D | -1.8% | -0.7% | -1.1% | -1.8% |
| 3M | -4.6% | +35.2% | -39.8% | -4.7% |
| 6M | -8.8% | +124.6% | -133.4% | -9.2% |
| YTD | +5.2% | +69.9% | -64.6% | +5.0% |
| 1Y | +8.3% | -2.6% | +10.9% | +8.4% |
| All | +56.7% | -79.6% | +136.3% | +56.9% |
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