+249.6%
ALAB vs CNP
+54.6%
+195.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.4% | +13.3% | +13.8% |
| 7D | -5.6% | -4.3% | -1.3% | -7.1% |
| 30D | -36.6% | +5.7% | -42.4% | -35.4% |
| 3M | -35.1% | +0.9% | -36.0% | -35.1% |
| 6M | +8.5% | -1.1% | +9.6% | +7.5% |
| YTD | +30.4% | +8.3% | +22.1% | +30.9% |
| 1Y | +31.0% | +5.9% | +25.1% | +31.4% |
| All | +249.6% | +54.6% | +195.0% | +304.6% |
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