+66.9%
CNP vs ALC
+27.5%
+39.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | -0.1% | -6.3% | +6.2% | +2.0% |
| 30D | +5.0% | +12.6% | -7.6% | +0.7% |
| 3M | +2.7% | -3.8% | +6.5% | +3.5% |
| 6M | -1.9% | +16.8% | -18.7% | -7.7% |
| YTD | +8.8% | -7.6% | +16.4% | +10.1% |
| 1Y | +5.6% | -5.9% | +11.5% | +6.1% |
| 3Y | +63.2% | +0.6% | +62.6% | +53.6% |
| 5Y | +73.8% | -9.5% | +83.2% | +67.3% |
| All | +66.9% | +27.5% | +39.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling