+139.8%
CNP vs ALLY
+201.0%
-61.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +5.7% | +3.4% | +2.3% | +4.7% |
| 3M | +0.9% | -11.1% | +12.0% | +3.7% |
| 6M | -1.1% | -11.5% | +10.4% | +1.5% |
| YTD | +8.3% | -12.3% | +20.6% | +10.7% |
| 1Y | +5.9% | +1.1% | +4.8% | +4.0% |
| 3Y | +64.6% | +64.8% | -0.2% | +34.2% |
| 5Y | +74.6% | -6.9% | +81.4% | +63.0% |
| 10Y | +139.8% | +194.9% | -55.1% | +42.0% |
| All | +139.8% | +201.0% | -61.2% | +42.0% |
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