+131.5%
CNP vs APD
+161.1%
-29.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | -0.8% | -1.9% | +1.1% | -0.1% |
| 3M | -3.6% | +8.2% | -11.8% | -7.2% |
| 6M | -6.9% | +10.7% | -17.7% | -11.5% |
| YTD | +6.4% | +22.9% | -16.5% | -3.6% |
| 1Y | +9.9% | +5.8% | +4.2% | +5.6% |
| 3Y | +53.1% | +7.8% | +45.3% | +40.5% |
| 5Y | +72.0% | +26.1% | +45.8% | +40.3% |
| 10Y | +131.5% | +163.7% | -32.2% | +33.0% |
| All | +131.5% | +161.1% | -29.6% | +33.0% |
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