+65.4%
CNP vs ALB
-13.2%
+78.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.5% | -3.6% | +6.0% | +2.6% |
| 30D | +4.0% | -2.9% | +6.9% | +4.1% |
| 3M | +1.6% | -25.8% | +27.5% | +2.8% |
| 6M | -1.7% | -53.6% | +51.9% | +1.5% |
| YTD | +8.6% | -32.4% | +41.0% | +9.7% |
| 1Y | +5.8% | -13.0% | +18.9% | +5.2% |
| All | +65.4% | -13.2% | +78.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling