+139.9%
CNP vs AME
+425.2%
-285.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +0.7% | +1.3% | -0.7% | +0.1% |
| 30D | -0.1% | -6.6% | +6.5% | +3.0% |
| 3M | -5.6% | +3.0% | -8.6% | -7.4% |
| 6M | -7.5% | +5.3% | -12.8% | -10.6% |
| YTD | +5.5% | +15.4% | -9.9% | -2.7% |
| 1Y | +8.3% | +26.8% | -18.5% | -5.1% |
| 3Y | +51.8% | +56.5% | -4.8% | +15.2% |
| 5Y | +69.9% | +85.2% | -15.4% | +14.6% |
| 10Y | +139.9% | +428.5% | -288.6% | +11.2% |
| All | +139.9% | +425.2% | -285.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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