+139.9%
CNP vs CAG
-35.6%
+175.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +0.7% | -6.6% | +7.3% | +2.3% |
| 30D | -0.1% | +2.3% | -2.4% | -0.7% |
| 3M | -5.6% | +16.3% | -21.9% | -9.5% |
| 6M | -7.5% | -16.0% | +8.6% | -4.0% |
| YTD | +5.5% | -7.7% | +13.2% | +6.6% |
| 1Y | +8.3% | -16.0% | +24.4% | +12.0% |
| 3Y | +51.8% | -37.7% | +89.5% | +67.6% |
| 5Y | +69.9% | -41.2% | +111.1% | +89.8% |
| 10Y | +139.9% | -33.8% | +173.7% | +168.2% |
| All | +139.9% | -35.6% | +175.5% | +168.2% |
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