-65.2%
AAL vs CNP
+134.3%
-199.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -0.3% | +1.6% | -2.0% | -1.1% |
| 30D | -19.0% | -0.8% | -18.2% | -18.8% |
| 3M | -5.1% | -3.6% | -1.5% | -3.8% |
| 6M | +15.5% | -6.9% | +22.4% | +18.8% |
| YTD | -15.8% | +6.4% | -22.2% | -19.3% |
| 1Y | -0.3% | +9.9% | -10.3% | -6.3% |
| 3Y | -7.7% | +53.1% | -60.7% | -29.3% |
| 5Y | -32.5% | +72.0% | -104.5% | -52.1% |
| All | -65.2% | +134.3% | -199.5% | -81.4% |
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