+139.8%
CNP vs HAS
+106.1%
+33.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -4.3% | +2.2% | -6.5% | -4.8% |
| 30D | +5.7% | +29.6% | -23.9% | -0.8% |
| 3M | +0.9% | +30.3% | -29.3% | -5.5% |
| 6M | -1.1% | +25.6% | -26.7% | -6.9% |
| YTD | +8.3% | +50.8% | -42.6% | -3.2% |
| 1Y | +5.9% | +63.0% | -57.1% | -7.2% |
| 3Y | +64.6% | +211.6% | -146.9% | +17.5% |
| 5Y | +74.6% | +50.4% | +24.2% | +50.4% |
| 10Y | +139.8% | +101.9% | +38.0% | +73.8% |
| All | +139.8% | +106.1% | +33.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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