+13.8%
CNP vs AMRZ
-17.3%
+31.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.0% |
| 7D | +1.6% | -2.0% | +3.7% | +1.6% |
| 30D | -0.8% | -9.8% | +9.1% | -1.0% |
| 3M | -3.6% | -17.2% | +13.7% | -3.8% |
| 6M | -6.9% | -26.9% | +20.0% | -7.5% |
| YTD | +6.4% | -21.5% | +27.9% | +6.0% |
| 1Y | +9.9% | -22.9% | +32.8% | +9.6% |
| All | +13.8% | -17.3% | +31.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling