+74.7%
CNP vs CNH
-16.3%
+90.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.3% |
| 7D | +2.5% | +6.4% | -3.9% | +1.7% |
| 30D | +4.0% | -1.6% | +5.7% | +4.1% |
| 3M | +1.6% | +11.6% | -9.9% | -0.2% |
| 6M | -1.7% | +12.5% | -14.2% | -3.8% |
| YTD | +8.6% | +31.1% | -22.4% | +3.9% |
| 1Y | +5.8% | +17.0% | -11.2% | +2.7% |
| 3Y | +63.0% | +28.7% | +34.3% | +51.6% |
| 5Y | +74.7% | -17.4% | +92.1% | +72.4% |
| All | +74.7% | -16.3% | +90.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling