+64.6%
CNP vs ALK
+21.9%
+42.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.1% |
| 7D | -4.3% | +8.9% | -13.2% | -4.6% |
| 30D | +5.7% | +5.9% | -0.2% | +5.4% |
| 3M | +0.9% | -16.5% | +17.5% | +1.5% |
| 6M | -1.1% | +2.1% | -3.2% | -1.4% |
| YTD | +8.3% | -17.1% | +25.4% | +8.6% |
| 1Y | +5.9% | -2.9% | +8.8% | +5.2% |
| 3Y | +64.6% | +24.5% | +40.2% | +53.2% |
| All | +64.6% | +21.9% | +42.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling