+5.7%
CNP vs CNH
+33.2%
-27.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | -0.1% |
| 7D | -4.3% | +8.6% | -12.9% | -4.7% |
| 30D | +5.7% | +12.6% | -6.8% | +5.1% |
| 3M | +0.9% | +17.5% | -16.6% | -0.2% |
| 6M | -1.1% | +18.1% | -19.2% | -2.3% |
| YTD | +8.3% | +40.4% | -32.1% | +9.0% |
| All | +5.7% | +33.2% | -27.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling