+139.8%
CNP vs ALM
+2,221.4%
-2,081.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | +0.3% |
| 7D | -4.3% | +0.7% | -5.1% | -4.3% |
| 30D | +5.7% | -26.1% | +31.8% | +6.0% |
| 3M | +0.9% | -38.1% | +39.0% | +1.4% |
| 6M | -1.1% | -55.4% | +54.4% | -0.4% |
| YTD | +8.3% | -0.4% | +8.7% | +7.7% |
| 1Y | +5.9% | +25.4% | -19.4% | +5.0% |
| 3Y | +64.6% | +907.8% | -843.1% | +58.1% |
| 5Y | +74.6% | +440.2% | -365.6% | +68.1% |
| 10Y | +139.8% | +2,031.1% | -1,891.3% | +131.6% |
| All | +139.8% | +2,221.4% | -2,081.6% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling