+1,876.8%
CNP vs CHD
+11,631.5%
-9,754.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +5.0% | +12.2% | -7.1% | +2.1% |
| 3M | +2.7% | +9.3% | -6.7% | +0.3% |
| 6M | -1.9% | +24.3% | -26.2% | -7.2% |
| YTD | +8.8% | +34.9% | -26.1% | +0.7% |
| 1Y | +5.6% | +32.7% | -27.0% | -1.9% |
| 3Y | +63.2% | +29.4% | +33.8% | +51.5% |
| 5Y | +73.8% | +31.7% | +42.1% | +59.6% |
| 10Y | +144.0% | +191.7% | -47.7% | +86.5% |
| All | +1,876.8% | +11,631.5% | -9,754.7% | +816.3% |
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