+8.3%
CNP vs CAG
-6.8%
+15.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.0% | -9.5% | -4.3% |
| 7D | -1.3% | +9.7% | -11.0% | -2.7% |
| 30D | +8.7% | +15.8% | -7.1% | +6.3% |
| 3M | -0.7% | +1.8% | -2.5% | -1.3% |
| 6M | -4.2% | +11.5% | -15.7% | -6.4% |
| YTD | +8.9% | -6.7% | +15.6% | +7.9% |
| 1Y | +8.3% | -5.6% | +14.0% | +7.6% |
| All | +8.3% | -6.8% | +15.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling