+73.9%
CNP vs ALM
+396.4%
-322.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | -4.2% | -6.7% | +2.5% | -4.1% |
| 30D | +5.5% | -32.9% | +38.4% | +6.1% |
| 3M | +0.6% | -39.5% | +40.1% | +1.2% |
| 6M | -2.8% | -62.0% | +59.1% | -1.8% |
| YTD | +7.9% | -7.8% | +15.7% | +7.0% |
| 1Y | +6.7% | +26.7% | -20.0% | +5.1% |
| 3Y | +61.1% | +825.4% | -764.2% | +51.1% |
| All | +73.9% | +396.4% | -322.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling