+134.8%
CNP vs APD
+185.9%
-51.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -4.2% | -3.7% | -0.5% | -2.8% |
| 30D | +5.5% | +9.6% | -4.1% | +1.6% |
| 3M | +0.6% | +1.6% | -1.1% | -0.3% |
| 6M | -2.8% | +2.2% | -5.0% | -4.3% |
| YTD | +7.9% | +25.9% | -18.0% | -3.3% |
| 1Y | +6.7% | +20.1% | -13.5% | -2.8% |
| 3Y | +61.1% | +12.4% | +48.7% | +45.1% |
| 5Y | +73.0% | +11.1% | +61.8% | +53.3% |
| All | +134.8% | +185.9% | -51.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling