-27.6%
AAL vs CNP
+530.5%
-558.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +4.6% | -4.2% | +8.8% | +7.4% |
| 30D | +2.6% | +5.5% | -3.0% | -1.2% |
| 3M | -17.8% | +0.6% | -18.4% | -18.4% |
| 6M | +1.9% | -2.8% | +4.7% | +2.7% |
| YTD | -14.0% | +7.9% | -21.9% | -19.7% |
| 1Y | +0.2% | +6.7% | -6.4% | -5.9% |
| 3Y | +13.0% | +61.1% | -48.1% | -22.9% |
| 5Y | -39.6% | +73.0% | -112.6% | -61.6% |
| 10Y | -65.7% | +141.9% | -207.6% | -84.9% |
| All | -27.6% | +530.5% | -558.1% | -87.5% |
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