+144.0%
CNP vs ALM
+2,084.7%
-1,940.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.1% | -7.2% | +7.1% | 0.0% |
| 30D | +5.0% | -26.4% | +31.4% | +5.4% |
| 3M | +2.7% | -38.6% | +41.3% | +3.1% |
| 6M | -1.9% | -61.0% | +59.1% | -1.1% |
| YTD | +8.8% | -7.4% | +16.1% | +8.3% |
| 1Y | +5.6% | +14.0% | -8.3% | +4.8% |
| 3Y | +63.2% | +844.4% | -781.2% | +56.9% |
| 5Y | +73.8% | +410.8% | -337.0% | +67.4% |
| 10Y | +144.0% | +2,084.7% | -1,940.7% | +137.0% |
| All | +144.0% | +2,084.7% | -1,940.7% | +137.0% |
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