+73.9%
CNP vs ALK
-34.8%
+108.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -4.2% | +9.0% | -13.2% | -4.9% |
| 30D | +5.5% | -1.6% | +7.2% | +5.5% |
| 3M | +0.6% | -23.2% | +23.8% | +2.4% |
| 6M | -2.8% | -3.9% | +1.0% | -3.1% |
| YTD | +7.9% | -22.6% | +30.4% | +9.0% |
| 1Y | +6.7% | -5.3% | +12.0% | +5.5% |
| 3Y | +61.1% | +18.6% | +42.6% | +47.2% |
| All | +73.9% | -34.8% | +108.7% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling