+132.3%
CNP vs CNH
+165.6%
-33.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.7% |
| 7D | +1.1% | +23.3% | -22.2% | -3.8% |
| 30D | -1.8% | +33.5% | -35.3% | -8.5% |
| 3M | -4.6% | +32.7% | -37.4% | -11.4% |
| 6M | -8.8% | +22.2% | -31.0% | -14.2% |
| YTD | +5.2% | +57.7% | -52.5% | -7.2% |
| 1Y | +8.3% | +28.0% | -19.7% | +0.2% |
| 3Y | +54.9% | +11.5% | +43.3% | +44.0% |
| 5Y | +73.5% | +11.9% | +61.6% | +54.9% |
| All | +132.3% | +165.6% | -33.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling