+1,812.7%
CNP vs ALK
+839.9%
+972.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -1.8% | -19.2% | +17.4% | +1.3% |
| 3M | -4.6% | -1.5% | -3.1% | -5.0% |
| 6M | -8.8% | -13.1% | +4.2% | -8.2% |
| YTD | +5.2% | -16.4% | +21.7% | +6.2% |
| 1Y | +8.3% | -33.1% | +41.4% | +12.6% |
| 3Y | +54.9% | +0.6% | +54.3% | +46.1% |
| 5Y | +73.5% | -26.4% | +99.9% | +69.0% |
| 10Y | +139.1% | -34.2% | +173.3% | +124.0% |
| All | +1,812.7% | +839.9% | +972.8% | +987.8% |
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