+107.4%
CNP vs ALHC
-28.9%
+136.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -1.8% | -1.0% | -0.8% | -1.8% |
| 3M | -4.6% | -10.2% | +5.5% | -4.7% |
| 6M | -8.8% | -28.3% | +19.4% | -8.4% |
| YTD | +5.2% | -31.4% | +36.7% | +5.8% |
| 1Y | +8.3% | -16.9% | +25.2% | +8.2% |
| 3Y | +54.9% | +135.5% | -80.6% | +46.0% |
| 5Y | +73.5% | -33.6% | +107.1% | +66.3% |
| All | +107.4% | -28.9% | +136.3% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling