+132.3%
CNP vs ALLY
+193.4%
-61.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.1% | +3.7% | -2.6% | +0.2% |
| 30D | -1.8% | -2.3% | +0.4% | -1.3% |
| 3M | -4.6% | +3.8% | -8.5% | -5.8% |
| 6M | -8.8% | +9.7% | -18.6% | -11.6% |
| YTD | +5.2% | -1.4% | +6.6% | +4.7% |
| 1Y | +8.3% | +8.2% | +0.1% | +4.6% |
| 3Y | +54.9% | +66.5% | -11.6% | +26.6% |
| 5Y | +73.5% | +1.2% | +72.3% | +59.0% |
| All | +132.3% | +193.4% | -61.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling