+560.7%
CNP vs AU
+793.6%
-232.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.6% |
| 7D | +1.1% | -3.6% | +4.7% | +1.4% |
| 30D | -1.8% | +23.9% | -25.7% | -3.6% |
| 3M | -4.6% | +19.1% | -23.7% | -6.3% |
| 6M | -8.8% | -0.2% | -8.7% | -9.6% |
| YTD | +5.2% | +32.5% | -27.2% | +1.7% |
| 1Y | +8.3% | +96.9% | -88.6% | +1.0% |
| 3Y | +54.9% | +614.7% | -559.8% | +27.9% |
| 5Y | +73.5% | +647.7% | -574.2% | +40.8% |
| 10Y | +139.1% | +679.2% | -540.1% | +85.5% |
| All | +560.7% | +793.6% | -232.9% | +409.6% |
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