+65.6%
CNP vs AR
+46.6%
+19.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -0.1% | +2.1% | -2.2% | -0.3% |
| 30D | +5.0% | +4.5% | +0.5% | +4.7% |
| 3M | +2.7% | +1.0% | +1.6% | +2.5% |
| 6M | -1.9% | +4.4% | -6.3% | -2.4% |
| YTD | +8.8% | +10.9% | -2.1% | +7.4% |
| 1Y | +5.6% | +8.6% | -2.9% | +4.4% |
| All | +65.6% | +46.6% | +19.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling