+139.8%
CNP vs ALB
+38.2%
+101.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.3% | +9.5% | -13.8% | -5.5% |
| 30D | +5.7% | -2.1% | +7.8% | +5.9% |
| 3M | +0.9% | -24.1% | +25.1% | +4.4% |
| 6M | -1.1% | -51.0% | +50.0% | +8.3% |
| YTD | +8.3% | -29.3% | +37.6% | +11.0% |
| 1Y | +5.9% | +3.2% | +2.7% | +2.1% |
| 3Y | +64.6% | -9.3% | +74.0% | +53.0% |
| 5Y | +74.6% | -61.6% | +136.2% | +84.4% |
| 10Y | +139.8% | +40.8% | +99.1% | +55.1% |
| All | +139.8% | +38.2% | +101.6% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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