+165.3%
CNP vs ALLY
+101.5%
+63.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.1% |
| 30D | +3.7% | +4.2% | -0.5% | +2.5% |
| 3M | -1.1% | -12.4% | +11.3% | +2.0% |
| 6M | -7.1% | -8.7% | +1.6% | -5.6% |
| YTD | +6.0% | -11.6% | +17.7% | +8.2% |
| 1Y | +5.2% | +0.2% | +5.0% | +3.7% |
| 3Y | +57.5% | +57.1% | +0.4% | +31.6% |
| 5Y | +70.0% | -6.8% | +76.9% | +58.8% |
| 10Y | +137.8% | +200.4% | -62.6% | +38.2% |
| All | +165.3% | +101.5% | +63.8% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling