-5.9%
ABT vs CNP
+8.7%
-14.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.1% | +6.2% |
| 7D | +12.5% | -1.3% | +13.9% | +12.6% |
| 30D | +16.1% | +8.7% | +7.4% | +13.6% |
| 3M | +10.2% | -0.7% | +10.9% | +10.4% |
| 6M | +33.7% | -4.2% | +37.9% | +35.6% |
| YTD | -5.5% | +8.9% | -14.4% | -9.0% |
| 1Y | -5.9% | +8.3% | -14.2% | -9.3% |
| All | -5.9% | +8.7% | -14.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling