+1,096.6%
CNP vs ALB
+2,214.8%
-1,118.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -4.2% | +9.1% | -13.3% | -5.8% |
| 30D | +5.5% | -3.4% | +8.9% | +6.0% |
| 3M | +0.6% | -20.6% | +21.2% | +4.4% |
| 6M | -2.8% | -48.2% | +45.3% | +8.6% |
| YTD | +7.9% | -29.2% | +37.1% | +11.7% |
| 1Y | +6.7% | +10.0% | -3.3% | +0.7% |
| 3Y | +61.1% | -12.9% | +74.0% | +47.8% |
| 5Y | +73.0% | -61.3% | +134.2% | +79.7% |
| 10Y | +141.9% | +35.8% | +106.1% | +70.9% |
| All | +1,096.6% | +2,214.8% | -1,118.1% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling