+74.6%
CNP vs ALLE
+55.0%
+19.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +5.7% | +26.6% | -20.9% | -0.3% |
| 3M | +0.9% | +13.2% | -12.3% | -2.3% |
| 6M | -1.1% | +42.9% | -43.9% | -9.9% |
| YTD | +8.3% | +21.0% | -12.8% | +2.3% |
| 1Y | +5.9% | +15.2% | -9.2% | +1.4% |
| 3Y | +64.6% | +95.6% | -31.0% | +33.3% |
| 5Y | +74.6% | +53.4% | +21.2% | +50.1% |
| All | +74.6% | +55.0% | +19.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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