-27.8%
AAL vs CNP
+515.2%
-543.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | +1.1% | -4.8% | -4.5% |
| 30D | -20.8% | -1.8% | -19.0% | -20.0% |
| 3M | -1.3% | -4.6% | +3.4% | +1.2% |
| 6M | +5.4% | -8.8% | +14.2% | +10.9% |
| YTD | -14.4% | +5.2% | -19.6% | -18.5% |
| 1Y | +2.1% | +8.3% | -6.2% | -5.1% |
| 3Y | -10.6% | +54.9% | -65.4% | -37.4% |
| 5Y | -32.2% | +73.5% | -105.7% | -57.1% |
| 10Y | -62.7% | +139.1% | -201.8% | -83.5% |
| All | -27.8% | +515.2% | -543.0% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling