+1,867.7%
CNP vs AME
+18,777.7%
-16,910.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.8% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +5.7% | -4.2% | +9.9% | +6.8% |
| 3M | +0.9% | -5.9% | +6.9% | +2.4% |
| 6M | -1.1% | +2.8% | -3.9% | -2.3% |
| YTD | +8.3% | +16.6% | -8.3% | +2.7% |
| 1Y | +5.9% | +22.1% | -16.2% | -0.9% |
| 3Y | +64.6% | +64.7% | -0.1% | +39.3% |
| 5Y | +74.6% | +76.6% | -2.0% | +44.0% |
| 10Y | +139.8% | +443.9% | -304.0% | +47.7% |
| All | +1,867.7% | +18,777.7% | -16,910.1% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling