+69.3%
CNP vs AUR
-36.2%
+105.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.6% |
| 7D | -2.2% | +0.2% | -2.3% | -2.2% |
| 30D | -2.1% | -8.9% | +6.9% | -2.0% |
| 3M | -7.9% | +4.6% | -12.6% | -8.0% |
| 6M | -8.3% | +44.9% | -53.2% | -8.9% |
| YTD | +3.8% | +64.8% | -61.1% | +2.9% |
| 1Y | +5.9% | +16.4% | -10.5% | +5.4% |
| 3Y | +49.3% | +85.1% | -35.8% | +44.8% |
| 5Y | +69.3% | -36.1% | +105.4% | +59.4% |
| All | +69.3% | -36.2% | +105.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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