+132.5%
CNP vs AZO
+296.8%
-164.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.4% | -3.6% | +2.2% | -0.3% |
| 30D | -2.9% | -5.6% | +2.6% | -1.3% |
| 3M | -7.5% | -6.6% | -0.9% | -5.9% |
| 6M | -7.9% | -22.5% | +14.6% | -1.1% |
| YTD | +3.7% | -15.2% | +18.9% | +7.7% |
| 1Y | +4.6% | -33.9% | +38.5% | +17.6% |
| 3Y | +49.1% | +11.8% | +37.3% | +38.0% |
| 5Y | +69.2% | +85.5% | -16.3% | +26.5% |
| All | +132.5% | +296.8% | -164.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling