+65.5%
CNP vs ALC
+31.8%
+33.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | -4.2% | +4.9% | -9.1% | -5.9% |
| 30D | +5.5% | +19.0% | -13.4% | -0.6% |
| 3M | +0.6% | +7.8% | -7.2% | -2.4% |
| 6M | -2.8% | +14.6% | -17.4% | -7.9% |
| YTD | +7.9% | -4.4% | +12.3% | +8.0% |
| 1Y | +6.7% | +1.4% | +5.3% | +4.3% |
| 3Y | +61.1% | +2.5% | +58.6% | +51.0% |
| 5Y | +73.0% | -10.9% | +83.9% | +68.9% |
| All | +65.5% | +31.8% | +33.7% | +19.1% |
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