+53.2%
CNP vs AME
+54.4%
-1.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -1.8% | -6.7% | +4.9% | -1.2% |
| 3M | -4.6% | +4.1% | -8.7% | -5.1% |
| 6M | -8.8% | +1.6% | -10.4% | -9.1% |
| YTD | +5.2% | +16.1% | -10.9% | +3.2% |
| 1Y | +8.3% | +27.3% | -19.0% | +4.8% |
| All | +53.2% | +54.4% | -1.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling