+74.4%
CNP vs ALB
-44.4%
+118.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.5% |
| 7D | +1.1% | -8.1% | +9.2% | +1.6% |
| 30D | -1.8% | +6.3% | -8.1% | -2.3% |
| 3M | -4.6% | -23.6% | +18.9% | -3.1% |
| 6M | -8.8% | -24.6% | +15.8% | -7.6% |
| YTD | +5.2% | -10.3% | +15.5% | +5.0% |
| 1Y | +8.3% | +61.5% | -53.2% | +2.5% |
| 3Y | +54.9% | -34.0% | +88.9% | +55.7% |
| All | +74.4% | -44.4% | +118.8% | +74.8% |
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