+142.0%
CNP vs ALK
-45.9%
+187.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +3.8% | +7.7% | -3.9% | +2.0% |
| 3M | +2.4% | -19.0% | +21.4% | +6.0% |
| 6M | -1.2% | -0.2% | -1.0% | -2.8% |
| YTD | +9.3% | -23.5% | +32.8% | +11.9% |
| 1Y | +6.4% | -9.1% | +15.6% | +4.6% |
| 3Y | +66.4% | +12.0% | +54.3% | +44.8% |
| 5Y | +75.7% | -30.9% | +106.5% | +68.9% |
| All | +142.0% | -45.9% | +187.9% | +98.9% |
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