+27.6%
CNP vs ADVB
-96.8%
+124.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.6% | +24.2% | +0.8% |
| 7D | +1.3% | +27.8% | -26.5% | +1.0% |
| 30D | +3.8% | -50.8% | +54.6% | +4.2% |
| 3M | +2.4% | -70.5% | +72.9% | +3.3% |
| 6M | -1.2% | -46.7% | +45.6% | -1.3% |
| YTD | +9.3% | -56.7% | +65.9% | +8.8% |
| 1Y | +6.4% | -71.8% | +78.2% | +6.5% |
| All | +27.6% | -96.8% | +124.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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