+1,067.5%
CNP vs ALB
+2,835.3%
-1,767.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +0.1% |
| 7D | +1.1% | -8.1% | +9.2% | +2.6% |
| 30D | -1.8% | +6.3% | -8.1% | -3.2% |
| 3M | -4.6% | -23.6% | +18.9% | -0.5% |
| 6M | -8.8% | -24.6% | +15.8% | -5.5% |
| YTD | +5.2% | -10.3% | +15.5% | +4.6% |
| 1Y | +8.3% | +61.5% | -53.2% | -5.6% |
| 3Y | +54.9% | -34.0% | +88.9% | +51.9% |
| 5Y | +73.5% | -44.6% | +118.1% | +67.6% |
| 10Y | +139.1% | +76.1% | +63.0% | +61.2% |
| All | +1,067.5% | +2,835.3% | -1,767.8% | +348.0% |
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 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