+73.9%
CNP vs CPB
-31.3%
+105.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -4.2% | +8.0% | -12.2% | -5.7% |
| 30D | +5.5% | +22.4% | -16.9% | +1.3% |
| 3M | +0.6% | +2.5% | -2.0% | -0.3% |
| 6M | -2.8% | +12.2% | -15.1% | -5.8% |
| YTD | +7.9% | -12.8% | +20.7% | +10.0% |
| 1Y | +6.7% | -19.2% | +25.8% | +10.7% |
| 3Y | +61.1% | -35.6% | +96.7% | +73.6% |
| All | +73.9% | -31.3% | +105.3% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling