+131.5%
CNP vs CPB
-45.7%
+177.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.7% |
| 7D | +1.6% | -8.2% | +9.9% | +3.5% |
| 30D | -0.8% | -5.6% | +4.8% | +0.3% |
| 3M | -3.6% | +3.0% | -6.5% | -4.7% |
| 6M | -6.9% | -12.7% | +5.8% | -4.6% |
| YTD | +6.4% | -18.0% | +24.4% | +10.4% |
| 1Y | +9.9% | -31.7% | +41.7% | +19.1% |
| 3Y | +53.1% | -41.0% | +94.0% | +69.7% |
| 5Y | +72.0% | -38.4% | +110.3% | +87.4% |
| 10Y | +131.5% | -45.0% | +176.5% | +154.5% |
| All | +131.5% | -45.7% | +177.2% | +154.5% |
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