+142.0%
CNP vs CAG
-37.3%
+179.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.3% |
| 7D | +1.3% | -3.3% | +4.6% | +2.1% |
| 30D | +3.8% | +7.7% | -3.9% | +1.6% |
| 3M | +2.4% | -3.2% | +5.5% | +2.7% |
| 6M | -1.2% | +7.0% | -8.1% | -3.6% |
| YTD | +9.3% | -9.0% | +18.2% | +10.5% |
| 1Y | +6.4% | -9.6% | +16.0% | +7.7% |
| 3Y | +66.4% | -36.0% | +102.3% | +82.1% |
| 5Y | +75.7% | -40.9% | +116.5% | +95.9% |
| All | +142.0% | -37.3% | +179.2% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling