+72.4%
CNP vs AU
+388.7%
-316.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.2% |
| 7D | +2.5% | -1.1% | +3.5% | +2.5% |
| 30D | +4.0% | -4.4% | +8.5% | +4.2% |
| 3M | +1.6% | -10.0% | +11.6% | +2.0% |
| 6M | -1.7% | -14.5% | +12.8% | -1.2% |
| YTD | +8.6% | +6.4% | +2.2% | +6.5% |
| 1Y | +5.8% | +7.7% | -1.9% | +3.5% |
| 3Y | +63.0% | +514.1% | -451.1% | +31.1% |
| All | +72.4% | +388.7% | -316.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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