+142.0%
CNP vs ALLY
+174.3%
-32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +3.8% | +5.2% | -1.4% | +2.3% |
| 3M | +2.4% | -13.3% | +15.7% | +5.9% |
| 6M | -1.2% | -6.7% | +5.5% | 0.0% |
| YTD | +9.3% | -12.8% | +22.1% | +11.9% |
| 1Y | +6.4% | +0.7% | +5.8% | +4.7% |
| 3Y | +66.4% | +65.2% | +1.1% | +35.3% |
| 5Y | +75.7% | -10.1% | +85.8% | +66.1% |
| All | +142.0% | +174.3% | -32.3% | +42.2% |
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