+117.2%
CNP vs ABCL
-79.5%
+196.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.3% |
| 7D | -4.3% | +12.4% | -16.7% | -4.4% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | +0.9% | +80.4% | -79.5% | +0.1% |
| 6M | -1.1% | +138.5% | -139.6% | -2.4% |
| YTD | +8.3% | +265.5% | -257.2% | +5.7% |
| 1Y | +5.9% | +219.7% | -213.8% | +3.7% |
| 3Y | +64.6% | +209.4% | -144.8% | +59.7% |
| 5Y | +74.6% | -15.0% | +89.6% | +72.0% |
| All | +117.2% | -79.5% | +196.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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