+158.6%
CNP vs CNH
+64.7%
+93.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.7% |
| 7D | +1.1% | +23.3% | -22.2% | -3.6% |
| 30D | -1.8% | +33.5% | -35.3% | -8.2% |
| 3M | -4.6% | +32.7% | -37.4% | -11.1% |
| 6M | -8.8% | +22.2% | -31.0% | -13.9% |
| YTD | +5.2% | +57.7% | -52.5% | -6.6% |
| 1Y | +8.3% | +28.0% | -19.7% | +0.6% |
| 3Y | +54.9% | +11.5% | +43.3% | +44.4% |
| 5Y | +73.5% | +11.9% | +61.6% | +56.3% |
| 10Y | +139.1% | +162.8% | -23.7% | +57.9% |
| All | +158.6% | +64.7% | +93.9% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling