+69.9%
CNP vs AMCR
-10.2%
+80.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.2% |
| 7D | +0.7% | -6.3% | +6.9% | +2.3% |
| 30D | -0.1% | -7.1% | +7.1% | +1.7% |
| 3M | -5.6% | +12.7% | -18.3% | -8.9% |
| 6M | -7.5% | +5.2% | -12.6% | -9.4% |
| YTD | +5.5% | +8.1% | -2.6% | +1.8% |
| 1Y | +8.3% | +11.7% | -3.4% | +3.3% |
| 3Y | +51.8% | +9.9% | +41.8% | +41.8% |
| 5Y | +69.9% | -8.7% | +78.5% | +68.3% |
| All | +69.9% | -10.2% | +80.1% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling