+66.2%
CNP vs ALC
+32.2%
+34.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -4.3% | +2.1% | -6.4% | -5.1% |
| 30D | +5.7% | +17.2% | -11.5% | 0.0% |
| 3M | +0.9% | +4.6% | -3.7% | -1.0% |
| 6M | -1.1% | +20.1% | -21.2% | -7.7% |
| YTD | +8.3% | -4.2% | +12.4% | +8.3% |
| 1Y | +5.9% | +2.1% | +3.8% | +3.3% |
| 3Y | +64.6% | +4.5% | +60.2% | +53.1% |
| 5Y | +74.6% | -12.3% | +86.9% | +72.1% |
| All | +66.2% | +32.2% | +34.0% | +19.4% |
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