+132.5%
CNP vs AMCR
+14.6%
+117.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -1.4% | -6.3% | +4.9% | +0.9% |
| 30D | -2.9% | -7.8% | +4.9% | -0.2% |
| 3M | -7.5% | +7.5% | -15.1% | -10.4% |
| 6M | -7.9% | +2.7% | -10.6% | -10.0% |
| YTD | +3.7% | +6.0% | -2.3% | -0.6% |
| 1Y | +4.6% | +7.8% | -3.2% | -0.7% |
| 3Y | +49.1% | +5.8% | +43.3% | +39.1% |
| 5Y | +69.2% | -11.6% | +80.8% | +68.3% |
| All | +132.5% | +14.6% | +117.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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