+116.4%
CNP vs ABCL
-80.5%
+196.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.0% | +1.7% |
| 7D | -4.2% | -3.2% | -1.0% | -4.2% |
| 30D | +5.5% | -7.4% | +12.9% | +5.6% |
| 3M | +0.6% | +81.9% | -81.4% | -0.3% |
| 6M | -2.8% | +135.7% | -138.6% | -4.2% |
| YTD | +7.9% | +247.4% | -239.5% | +5.4% |
| 1Y | +6.7% | +162.3% | -155.6% | +4.8% |
| 3Y | +61.1% | +165.5% | -104.3% | +56.9% |
| 5Y | +73.0% | -21.3% | +94.2% | +70.6% |
| All | +116.4% | -80.5% | +196.9% | +115.8% |
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