+61.5%
CNP vs ALC
+24.0%
+37.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | -4.6% | +5.9% | -10.5% | -6.8% |
| 6M | -8.8% | -15.9% | +7.1% | -4.0% |
| YTD | +5.2% | -10.1% | +15.3% | +7.9% |
| 1Y | +8.3% | -10.2% | +18.5% | +10.7% |
| 3Y | +54.9% | -13.6% | +68.4% | +55.8% |
| 5Y | +73.5% | -15.1% | +88.6% | +71.8% |
| All | +61.5% | +24.0% | +37.5% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling