+26.4%
CNP vs ADVB
-97.4%
+123.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | +0.3% |
| 7D | -4.3% | -1.2% | -3.1% | -4.3% |
| 30D | +5.7% | -61.4% | +67.1% | +6.5% |
| 3M | +0.9% | -67.8% | +68.7% | +1.7% |
| 6M | -1.1% | -66.9% | +65.8% | -0.6% |
| YTD | +8.3% | -64.9% | +73.2% | +8.1% |
| 1Y | +5.9% | -74.8% | +80.7% | +6.2% |
| All | +26.4% | -97.4% | +123.9% | +36.6% |
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