+1,812.7%
CNP vs AME
+18,709.1%
-16,896.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -1.8% | -6.7% | +4.9% | 0.0% |
| 3M | -4.6% | +4.1% | -8.7% | -6.0% |
| 6M | -8.8% | +1.6% | -10.4% | -9.7% |
| YTD | +5.2% | +16.1% | -10.9% | +0.2% |
| 1Y | +8.3% | +27.3% | -19.0% | +0.2% |
| 3Y | +54.9% | +50.9% | +4.0% | +34.7% |
| 5Y | +73.5% | +81.4% | -7.9% | +42.2% |
| 10Y | +139.1% | +417.0% | -277.8% | +49.3% |
| All | +1,812.7% | +18,709.1% | -16,896.4% | +560.1% |
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