+227.7%
CNP vs AMCR
+100.2%
+127.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | -1.8% | -4.1% | +2.3% | -0.8% |
| 3M | -4.6% | +21.7% | -26.3% | -10.2% |
| 6M | -8.8% | +1.5% | -10.3% | -10.0% |
| YTD | +5.2% | +13.1% | -7.9% | 0.0% |
| 1Y | +8.3% | +13.0% | -4.7% | +2.8% |
| 3Y | +54.9% | +6.9% | +48.0% | +47.2% |
| 5Y | +73.5% | -10.5% | +84.0% | +73.0% |
| 10Y | +139.1% | +20.9% | +118.3% | +105.8% |
| All | +227.7% | +100.2% | +127.4% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling