+143.3%
CNP vs CAG
-38.9%
+182.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -3.0% | +6.6% | -9.7% | -4.7% |
| 30D | +6.8% | +13.9% | -7.1% | +3.2% |
| 3M | +3.6% | +4.0% | -0.4% | +2.2% |
| 6M | 0.0% | +10.0% | -10.0% | -3.2% |
| YTD | +9.4% | -6.1% | +15.5% | +9.8% |
| 1Y | +6.8% | -4.3% | +11.1% | +6.6% |
| 3Y | +64.2% | -34.6% | +98.7% | +78.8% |
| 5Y | +76.0% | -39.4% | +115.5% | +95.1% |
| 10Y | +143.3% | -34.2% | +177.5% | +158.7% |
| All | +143.3% | -38.9% | +182.2% | +158.7% |
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