+74.7%
CNP vs ALHC
-65.9%
+140.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | +2.5% | -0.8% | +3.2% | +2.5% |
| 30D | +4.0% | -9.6% | +13.7% | +4.3% |
| 3M | +1.6% | -44.5% | +46.2% | +3.5% |
| 6M | -1.7% | -59.2% | +57.5% | +0.7% |
| YTD | +8.6% | -62.0% | +70.7% | +11.3% |
| 1Y | +5.8% | -54.8% | +60.6% | +7.7% |
| 3Y | +63.0% | +25.0% | +38.0% | +55.7% |
| 5Y | +74.7% | -65.3% | +140.0% | +75.2% |
| All | +74.7% | -65.9% | +140.6% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling