+70.0%
CNP vs ALLE
+51.8%
+18.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.9% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +3.7% | +20.6% | -16.9% | -1.1% |
| 3M | -1.1% | +11.4% | -12.5% | -3.9% |
| 6M | -7.1% | +42.5% | -49.7% | -15.4% |
| YTD | +6.0% | +18.9% | -12.9% | +0.7% |
| 1Y | +5.2% | +14.2% | -9.0% | +0.9% |
| 3Y | +57.5% | +90.7% | -33.2% | +28.4% |
| 5Y | +70.0% | +52.5% | +17.5% | +45.8% |
| All | +70.0% | +51.8% | +18.2% | +45.8% |
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