+154.6%
CNP vs AR
-27.2%
+181.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | -1.8% | +14.8% | -16.6% | -3.4% |
| 3M | -4.6% | +6.2% | -10.9% | -5.4% |
| 6M | -8.8% | +4.3% | -13.1% | -9.6% |
| YTD | +5.2% | +14.4% | -9.1% | +3.2% |
| 1Y | +8.3% | +21.3% | -13.0% | +5.2% |
| 3Y | +54.9% | +39.8% | +15.1% | +45.2% |
| 5Y | +73.5% | +142.1% | -68.6% | +48.2% |
| 10Y | +139.1% | +52.0% | +87.1% | +70.8% |
| All | +154.6% | -27.2% | +181.9% | +91.2% |
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