+1,812.7%
CNP vs CHD
+10,220.8%
-8,408.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.8% |
| 30D | -1.8% | -4.6% | +2.8% | -0.8% |
| 3M | -4.6% | +5.0% | -9.7% | -5.9% |
| 6M | -8.8% | -3.2% | -5.6% | -8.4% |
| YTD | +5.2% | +18.6% | -13.4% | +0.5% |
| 1Y | +8.3% | +4.8% | +3.5% | +6.4% |
| 3Y | +54.9% | +6.1% | +48.7% | +50.8% |
| 5Y | +73.5% | +24.0% | +49.5% | +61.8% |
| 10Y | +139.1% | +124.5% | +14.7% | +93.8% |
| All | +1,812.7% | +10,220.8% | -8,408.1% | +815.2% |
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