+72.4%
CNP vs ALC
-11.9%
+84.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.5% | -6.2% | +8.6% | +3.7% |
| 30D | +4.0% | +14.0% | -10.0% | +1.1% |
| 3M | +1.6% | -2.4% | +4.0% | +1.9% |
| 6M | -1.7% | +12.6% | -14.3% | -4.6% |
| YTD | +8.6% | -8.4% | +17.0% | +9.8% |
| 1Y | +5.8% | -9.1% | +15.0% | +7.0% |
| 3Y | +63.0% | -0.3% | +63.3% | +57.1% |
| All | +72.4% | -11.9% | +84.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling