+74.4%
CNP vs AMC
-99.4%
+173.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 6M | -8.8% | +124.6% | -133.4% | -10.3% |
| YTD | +5.2% | +69.9% | -64.6% | +3.9% |
| 1Y | +8.3% | -2.6% | +10.9% | +7.9% |
| 3Y | +54.9% | -79.8% | +134.7% | +57.1% |
| All | +74.4% | -99.4% | +173.9% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling