+6.8%
CNP vs ABCL
+198.8%
-192.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.0% |
| 7D | -3.0% | +2.3% | -5.3% | -3.0% |
| 30D | +6.8% | -0.7% | +7.5% | +6.9% |
| 3M | +3.6% | +33.4% | -29.8% | +4.6% |
| 6M | 0.0% | +137.8% | -137.8% | +3.1% |
| YTD | +9.4% | +264.3% | -254.9% | +12.9% |
| 1Y | +6.8% | +209.2% | -202.3% | +10.7% |
| All | +6.8% | +198.8% | -192.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling