+73.4%
CNP vs ALB
-64.0%
+137.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.3% | -5.8% | +7.1% | +1.7% |
| 30D | +3.8% | -4.5% | +8.3% | +4.0% |
| 3M | +2.4% | -28.1% | +30.4% | +4.4% |
| 6M | -1.2% | -53.2% | +52.0% | +3.6% |
| YTD | +9.3% | -33.3% | +42.6% | +11.0% |
| 1Y | +6.4% | -17.4% | +23.9% | +6.2% |
| 3Y | +66.4% | -14.1% | +80.5% | +60.7% |
| All | +73.4% | -64.0% | +137.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling