+146.7%
CNP vs ALLE
+260.9%
-114.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -1.8% | -6.8% | +5.0% | +0.7% |
| 3M | -4.6% | +21.0% | -25.7% | -11.8% |
| 6M | -8.8% | +1.1% | -9.9% | -10.0% |
| YTD | +5.2% | -0.5% | +5.8% | +4.0% |
| 1Y | +8.3% | -7.3% | +15.6% | +9.8% |
| 3Y | +54.9% | +42.3% | +12.6% | +29.1% |
| 5Y | +73.5% | +13.5% | +60.0% | +55.7% |
| 10Y | +139.1% | +144.0% | -4.9% | +58.6% |
| All | +146.7% | +260.9% | -114.1% | +45.1% |
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 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