+169.9%
CNP vs ALLY
+98.1%
+71.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | +5.5% | +3.1% | +2.4% | +4.6% |
| 3M | +0.6% | -12.6% | +13.1% | +3.7% |
| 6M | -2.8% | -12.4% | +9.6% | -0.2% |
| YTD | +7.9% | -13.2% | +21.0% | +10.5% |
| 1Y | +6.7% | +1.8% | +4.8% | +4.7% |
| 3Y | +61.1% | +58.0% | +3.2% | +34.2% |
| 5Y | +73.0% | -8.4% | +81.4% | +62.2% |
| 10Y | +141.9% | +195.3% | -53.4% | +41.2% |
| All | +169.9% | +98.1% | +71.8% | +63.8% |
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 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