+1,860.4%
CNP vs AME
+18,019.4%
-16,159.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | -4.2% | -5.2% | +1.0% | -2.8% |
| 30D | +5.5% | -8.0% | +13.6% | +7.9% |
| 3M | +0.6% | -8.9% | +9.5% | +3.0% |
| 6M | -2.8% | -5.0% | +2.1% | -1.9% |
| YTD | +7.9% | +11.9% | -4.0% | +3.6% |
| 1Y | +6.7% | +16.6% | -10.0% | +1.1% |
| 3Y | +61.1% | +62.5% | -1.3% | +36.9% |
| 5Y | +73.0% | +67.6% | +5.4% | +44.8% |
| 10Y | +141.9% | +450.4% | -308.5% | +48.8% |
| All | +1,860.4% | +18,019.4% | -16,159.0% | +582.2% |
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 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