+74.4%
CNP vs AR
+143.7%
-69.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -1.8% | +14.8% | -16.6% | -3.1% |
| 3M | -4.6% | +6.2% | -10.9% | -5.3% |
| 6M | -8.8% | +4.3% | -13.1% | -9.5% |
| YTD | +5.2% | +14.4% | -9.1% | +3.5% |
| 1Y | +8.3% | +21.3% | -13.0% | +5.7% |
| 3Y | +54.9% | +39.8% | +15.1% | +46.0% |
| All | +74.4% | +143.7% | -69.3% | +59.1% |
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