+74.7%
CNP vs AR
+101.6%
-27.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.5% | +6.4% | -4.0% | +1.8% |
| 30D | +4.0% | +3.1% | +0.9% | +3.7% |
| 3M | +1.6% | +3.3% | -1.6% | +1.2% |
| 6M | -1.7% | +6.6% | -8.2% | -2.6% |
| YTD | +8.6% | +12.3% | -3.7% | +6.8% |
| 1Y | +5.8% | +12.3% | -6.5% | +4.0% |
| 3Y | +63.0% | +50.4% | +12.6% | +52.0% |
| 5Y | +74.7% | +101.0% | -26.3% | +61.5% |
| All | +74.7% | +101.6% | -27.0% | +61.5% |
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