+56.7%
CNP vs ALM
+2,063.1%
-2,006.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | -1.8% | +32.0% | -33.8% | -2.1% |
| 3M | -4.6% | -15.0% | +10.4% | -4.6% |
| 6M | -8.8% | -10.1% | +1.3% | -9.0% |
| YTD | +5.2% | +99.4% | -94.2% | +3.7% |
| 1Y | +8.3% | +316.4% | -308.0% | +5.2% |
| All | +56.7% | +2,063.1% | -2,006.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling