+56.7%
CNP vs ALC
-13.3%
+70.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | -4.6% | +5.9% | -10.5% | -5.6% |
| 6M | -8.8% | -15.9% | +7.1% | -6.8% |
| YTD | +5.2% | -10.1% | +15.3% | +6.4% |
| 1Y | +8.3% | -10.2% | +18.5% | +9.4% |
| All | +56.7% | -13.3% | +70.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling