+139.8%
CNP vs ALK
-37.5%
+177.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -1.0% |
| 7D | -4.3% | +8.9% | -13.2% | -6.1% |
| 30D | +5.7% | +5.9% | -0.2% | +4.2% |
| 3M | +0.9% | -16.5% | +17.5% | +4.0% |
| 6M | -1.1% | +2.1% | -3.2% | -3.0% |
| YTD | +8.3% | -17.1% | +25.4% | +9.2% |
| 1Y | +5.9% | -2.9% | +8.8% | +2.8% |
| 3Y | +64.6% | +24.5% | +40.2% | +40.1% |
| 5Y | +74.6% | -29.1% | +103.7% | +68.1% |
| 10Y | +139.8% | -39.1% | +179.0% | +91.3% |
| All | +139.8% | -37.5% | +177.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling