+65.4%
CNP vs ALHC
+25.0%
+40.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.1% |
| 7D | +2.5% | -0.8% | +3.2% | +2.5% |
| 30D | +4.0% | -9.6% | +13.7% | +4.2% |
| 3M | +1.6% | -44.5% | +46.2% | +2.8% |
| 6M | -1.7% | -59.2% | +57.5% | -0.3% |
| YTD | +8.6% | -62.0% | +70.7% | +10.2% |
| 1Y | +5.8% | -54.8% | +60.6% | +6.9% |
| All | +65.4% | +25.0% | +40.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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