+139.8%
CNP vs CPB
-39.9%
+179.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -4.3% | +3.3% | -7.6% | -5.1% |
| 30D | +5.7% | +19.0% | -13.3% | +1.5% |
| 3M | +0.9% | +0.4% | +0.5% | +0.4% |
| 6M | -1.1% | +13.0% | -14.0% | -4.5% |
| YTD | +8.3% | -12.7% | +21.0% | +10.4% |
| 1Y | +5.9% | -20.9% | +26.8% | +10.5% |
| 3Y | +64.6% | -35.4% | +100.0% | +78.0% |
| 5Y | +74.6% | -32.3% | +106.9% | +85.6% |
| 10Y | +139.8% | -40.5% | +180.4% | +150.7% |
| All | +139.8% | -39.9% | +179.8% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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