+51.1%
CNP vs AMDL
+95.0%
-44.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -0.7% |
| 7D | +1.1% | +4.5% | -3.4% | +1.1% |
| 30D | -1.8% | -4.4% | +2.6% | -1.8% |
| 3M | -4.6% | -30.5% | +25.8% | -4.6% |
| 6M | -8.8% | +300.9% | -309.7% | -9.0% |
| YTD | +5.2% | +219.9% | -214.7% | +5.1% |
| 1Y | +8.3% | +374.7% | -366.4% | +7.7% |
| All | +51.1% | +95.0% | -44.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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