+1,867.7%
CNP vs CAG
+604.3%
+1,263.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -4.3% | +4.6% | -8.9% | -5.5% |
| 30D | +5.7% | +14.7% | -8.9% | +1.9% |
| 3M | +0.9% | +2.4% | -1.4% | -0.1% |
| 6M | -1.1% | +10.7% | -11.8% | -4.4% |
| YTD | +8.3% | -5.5% | +13.8% | +8.4% |
| 1Y | +5.9% | -4.6% | +10.5% | +5.7% |
| 3Y | +64.6% | -34.4% | +99.1% | +78.8% |
| 5Y | +74.6% | -39.2% | +113.7% | +92.3% |
| 10Y | +139.8% | -39.0% | +178.8% | +154.7% |
| All | +1,867.7% | +604.3% | +1,263.4% | +1,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling