+1,827.1%
CNP vs ALK
+765.2%
+1,061.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.1% |
| 7D | -5.3% | +7.1% | -12.4% | -6.4% |
| 30D | +3.7% | -3.0% | +6.6% | +3.9% |
| 3M | -1.1% | -25.6% | +24.6% | +3.0% |
| 6M | -7.1% | +0.5% | -7.6% | -8.3% |
| YTD | +6.0% | -23.1% | +29.1% | +8.0% |
| 1Y | +5.2% | -7.5% | +12.7% | +3.8% |
| 3Y | +57.5% | +15.3% | +42.2% | +44.9% |
| 5Y | +70.0% | -34.8% | +104.8% | +68.5% |
| 10Y | +137.8% | -41.2% | +178.9% | +125.8% |
| All | +1,827.1% | +765.2% | +1,061.9% | +1,006.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling