+61.1%
CNP vs CAG
-34.1%
+95.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | -4.2% | +5.8% | -10.0% | -5.1% |
| 30D | +5.5% | +16.4% | -10.8% | +2.9% |
| 3M | +0.6% | +3.8% | -3.2% | -0.3% |
| 6M | -2.8% | +10.8% | -13.7% | -4.9% |
| YTD | +7.9% | -5.8% | +13.7% | +7.8% |
| 1Y | +6.7% | -2.4% | +9.0% | +6.0% |
| 3Y | +61.1% | -33.4% | +94.6% | +67.4% |
| All | +61.1% | -34.1% | +95.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling