+73.9%
CNP vs AR
+71.8%
+2.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -4.2% | -14.3% | +10.1% | -2.8% |
| 30D | +5.5% | +1.4% | +4.1% | +5.4% |
| 3M | +0.6% | +3.4% | -2.8% | +0.1% |
| 6M | -2.8% | -2.1% | -0.8% | -2.9% |
| YTD | +7.9% | +4.7% | +3.2% | +6.8% |
| 1Y | +6.7% | +10.6% | -3.9% | +4.9% |
| 3Y | +61.1% | +24.6% | +36.6% | +53.2% |
| All | +73.9% | +71.8% | +2.1% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling