+132.5%
CNP vs CHD
+125.6%
+6.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -2.2% | -4.7% | +2.6% | -0.4% |
| 30D | -2.1% | -8.3% | +6.3% | +1.0% |
| 3M | -7.9% | -4.0% | -3.9% | -6.8% |
| 6M | -8.3% | -6.5% | -1.8% | -6.4% |
| YTD | +3.8% | +13.1% | -9.3% | -1.8% |
| 1Y | +5.9% | +2.3% | +3.6% | +3.8% |
| 3Y | +49.3% | +1.8% | +47.5% | +44.8% |
| 5Y | +69.3% | +20.6% | +48.7% | +50.0% |
| All | +132.5% | +125.6% | +6.9% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling