+582.0%
CNP vs AU
+617.7%
-35.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 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% | +36.1% |
| 5Y | +74.7% | +386.5% | -311.9% | +46.3% |
| 10Y | +143.7% | +851.3% | -707.6% | +86.1% |
| All | +582.0% | +617.7% | -35.7% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling