+161.0%
CNP vs AR
-33.4%
+194.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -4.2% | -14.3% | +10.1% | -2.6% |
| 30D | +5.5% | +1.4% | +4.1% | +5.3% |
| 3M | +0.6% | +3.4% | -2.8% | 0.0% |
| 6M | -2.8% | -2.1% | -0.8% | -3.0% |
| YTD | +7.9% | +4.7% | +3.2% | +6.6% |
| 1Y | +6.7% | +10.6% | -3.9% | +4.7% |
| 3Y | +61.1% | +24.6% | +36.6% | +53.0% |
| 5Y | +73.0% | +71.9% | +1.1% | +53.8% |
| 10Y | +141.9% | +46.4% | +95.5% | +73.2% |
| All | +161.0% | -33.4% | +194.4% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling