+1,888.4%
CNP vs CHD
+11,604.3%
-9,715.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | +6.8% | +13.9% | -7.1% | +3.5% |
| 3M | +3.6% | +8.5% | -4.9% | +1.5% |
| 6M | 0.0% | +20.4% | -20.4% | -4.7% |
| YTD | +9.4% | +34.5% | -25.1% | +1.3% |
| 1Y | +6.8% | +33.8% | -26.9% | -1.0% |
| 3Y | +64.2% | +29.1% | +35.0% | +52.5% |
| 5Y | +76.0% | +31.2% | +44.8% | +61.8% |
| 10Y | +143.3% | +193.1% | -49.8% | +85.8% |
| All | +1,888.4% | +11,604.3% | -9,715.9% | +822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling