+69.9%
CNP vs CHD
+19.3%
+50.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +0.7% | -4.2% | +4.8% | +1.9% |
| 30D | -0.1% | -7.6% | +7.5% | +2.1% |
| 3M | -5.6% | -1.6% | -4.0% | -5.4% |
| 6M | -7.5% | -6.3% | -1.2% | -6.0% |
| YTD | +5.5% | +14.6% | -9.1% | +0.6% |
| 1Y | +8.3% | +1.6% | +6.8% | +7.2% |
| 3Y | +51.8% | +3.1% | +48.6% | +48.4% |
| 5Y | +69.9% | +21.1% | +48.8% | +55.4% |
| All | +69.9% | +19.3% | +50.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling