+61.1%
CNP vs ALLY
+54.4%
+6.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | -4.2% | +0.9% | -5.1% | -4.2% |
| 30D | +5.5% | +3.1% | +2.4% | +5.4% |
| 3M | +0.6% | -12.6% | +13.1% | +1.2% |
| 6M | -2.8% | -12.4% | +9.6% | -2.3% |
| YTD | +7.9% | -13.2% | +21.0% | +8.5% |
| 1Y | +6.7% | +1.8% | +4.8% | +6.1% |
| 3Y | +61.1% | +58.0% | +3.2% | +42.8% |
| All | +61.1% | +54.4% | +6.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling