+134.8%
CNP vs ALB
+33.3%
+101.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -4.2% | +9.1% | -13.3% | -5.4% |
| 30D | +5.5% | -3.4% | +8.9% | +5.9% |
| 3M | +0.6% | -20.6% | +21.2% | +3.3% |
| 6M | -2.8% | -48.2% | +45.3% | +5.5% |
| YTD | +7.9% | -29.2% | +37.1% | +10.6% |
| 1Y | +6.7% | +10.0% | -3.3% | +1.8% |
| 3Y | +61.1% | -12.9% | +74.0% | +50.9% |
| 5Y | +73.0% | -61.3% | +134.2% | +82.3% |
| All | +134.8% | +33.3% | +101.5% | +50.5% |
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