+58.4%
CNP vs ABCL
+139.9%
-81.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -2.7% |
| 7D | -5.3% | -14.9% | +9.6% | -5.4% |
| 30D | +3.7% | -15.4% | +19.0% | +3.6% |
| 3M | -1.1% | +88.0% | -89.1% | -0.8% |
| 6M | -7.1% | +138.8% | -146.0% | -6.8% |
| YTD | +6.0% | +225.4% | -219.4% | +6.1% |
| 1Y | +5.2% | +137.3% | -132.1% | +5.6% |
| All | +58.4% | +139.9% | -81.5% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling