+240.2%
CNP vs AMCR
+100.3%
+139.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.3% | -2.4% | +3.7% | +2.0% |
| 30D | +3.8% | +3.6% | +0.2% | +2.6% |
| 3M | +2.4% | -4.2% | +6.6% | +3.3% |
| 6M | -1.2% | +15.5% | -16.7% | -5.9% |
| YTD | +9.3% | +9.7% | -0.5% | +4.5% |
| 1Y | +6.4% | +8.3% | -1.9% | +2.2% |
| 3Y | +66.4% | +15.4% | +51.0% | +54.1% |
| 5Y | +75.7% | -9.1% | +84.8% | +73.9% |
| 10Y | +145.1% | +18.6% | +126.5% | +110.4% |
| All | +240.2% | +100.3% | +139.9% | +189.6% |
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 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