+1,812.7%
CNP vs CAG
+604.9%
+1,207.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.1% | -3.8% | +4.9% | +2.1% |
| 30D | -1.8% | +3.1% | -5.0% | -2.7% |
| 3M | -4.6% | +23.5% | -28.1% | -10.0% |
| 6M | -8.8% | -14.8% | +6.0% | -5.7% |
| YTD | +5.2% | -5.4% | +10.7% | +5.7% |
| 1Y | +8.3% | -11.8% | +20.1% | +10.5% |
| 3Y | +54.9% | -36.7% | +91.5% | +70.2% |
| 5Y | +73.5% | -40.3% | +113.8% | +92.6% |
| 10Y | +139.1% | -37.0% | +176.1% | +152.3% |
| All | +1,812.7% | +604.9% | +1,207.8% | +1,058.5% |
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