+1,867.7%
CNP vs CPB
+361.0%
+1,506.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -4.3% | +3.3% | -7.6% | -5.3% |
| 30D | +5.7% | +19.0% | -13.3% | +0.7% |
| 3M | +0.9% | +0.4% | +0.5% | +0.2% |
| 6M | -1.1% | +13.0% | -14.0% | -5.2% |
| YTD | +8.3% | -12.7% | +21.0% | +10.6% |
| 1Y | +5.9% | -20.9% | +26.8% | +11.0% |
| 3Y | +64.6% | -35.4% | +100.0% | +79.7% |
| 5Y | +74.6% | -32.3% | +106.9% | +86.5% |
| 10Y | +139.8% | -40.5% | +180.4% | +156.3% |
| All | +1,867.7% | +361.0% | +1,506.6% | +1,163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling