+1,812.7%
CNP vs AON
+5,128.2%
-3,315.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.1% | -9.1% | +10.2% | +3.2% |
| 30D | -1.8% | -10.2% | +8.4% | +0.5% |
| 3M | -4.6% | +0.5% | -5.1% | -5.1% |
| 6M | -8.8% | -4.8% | -4.0% | -8.3% |
| YTD | +5.2% | -8.0% | +13.2% | +6.4% |
| 1Y | +8.3% | -13.1% | +21.4% | +10.9% |
| 3Y | +54.9% | -1.3% | +56.2% | +52.9% |
| 5Y | +73.5% | +14.9% | +58.6% | +64.2% |
| 10Y | +139.1% | +214.9% | -75.8% | +83.9% |
| All | +1,812.7% | +5,128.2% | -3,315.5% | +833.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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