+148.6%
CNP vs ALLE
+331.3%
-182.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.5% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | +3.7% | +20.6% | -16.9% | -3.7% |
| 3M | -1.1% | +11.4% | -12.5% | -5.4% |
| 6M | -7.1% | +42.5% | -49.7% | -19.6% |
| YTD | +6.0% | +18.9% | -12.9% | -2.3% |
| 1Y | +5.2% | +14.2% | -9.0% | -1.7% |
| 3Y | +57.5% | +90.7% | -33.2% | +16.7% |
| 5Y | +70.0% | +52.5% | +17.5% | +34.9% |
| 10Y | +137.8% | +231.2% | -93.4% | +41.6% |
| All | +148.6% | +331.3% | -182.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling