+131.5%
CNP vs ALM
+3,219.4%
-3,087.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +1.0% |
| 7D | +1.6% | +8.4% | -6.8% | +1.6% |
| 30D | -0.8% | +34.8% | -35.6% | -1.1% |
| 3M | -3.6% | +16.2% | -19.8% | -3.8% |
| 6M | -6.9% | +2.1% | -9.1% | -7.2% |
| YTD | +6.4% | +117.0% | -110.6% | +5.1% |
| 1Y | +9.9% | +313.9% | -303.9% | +7.5% |
| 3Y | +53.1% | +2,327.9% | -2,274.8% | +45.7% |
| 5Y | +72.0% | +1,040.6% | -968.7% | +64.4% |
| 10Y | +131.5% | +3,219.4% | -3,087.9% | +124.1% |
| All | +131.5% | +3,219.4% | -3,087.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling