-65.4%
AAL vs CNP
+142.6%
-208.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +8.3% | -4.3% | +12.6% | +10.5% |
| 30D | +11.0% | +5.7% | +5.2% | +7.8% |
| 3M | -11.2% | +0.9% | -12.1% | -11.8% |
| 6M | +6.1% | -1.1% | +7.1% | +5.9% |
| YTD | -7.6% | +8.3% | -15.9% | -12.4% |
| 1Y | +3.7% | +5.9% | -2.2% | -0.7% |
| 3Y | +20.5% | +64.6% | -44.1% | -11.4% |
| 5Y | -36.4% | +74.6% | -111.0% | -55.3% |
| 10Y | -65.4% | +139.8% | -205.3% | -83.1% |
| All | -65.4% | +142.6% | -208.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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