+76.0%
CNP vs CHD
+31.9%
+44.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -3.0% | +2.4% | -5.4% | -3.7% |
| 30D | +6.8% | +13.9% | -7.1% | +2.8% |
| 3M | +3.6% | +8.5% | -4.9% | +1.1% |
| 6M | 0.0% | +20.4% | -20.4% | -5.6% |
| YTD | +9.4% | +34.5% | -25.1% | -0.5% |
| 1Y | +6.8% | +33.8% | -26.9% | -2.7% |
| 3Y | +64.2% | +29.1% | +35.0% | +49.6% |
| 5Y | +76.0% | +31.2% | +44.8% | +52.7% |
| All | +76.0% | +31.9% | +44.1% | +52.7% |
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