+142.0%
CNP vs HIG
+261.7%
-119.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.3% | +2.6% | -1.3% | +0.3% |
| 30D | +3.8% | +4.2% | -0.4% | +2.0% |
| 3M | +2.4% | +0.2% | +2.2% | +2.1% |
| 6M | -1.2% | +4.6% | -5.8% | -3.3% |
| YTD | +9.3% | +1.1% | +8.2% | +8.1% |
| 1Y | +6.4% | +4.7% | +1.7% | +3.7% |
| 3Y | +66.4% | +95.5% | -29.1% | +23.8% |
| 5Y | +75.7% | +111.7% | -36.0% | +24.4% |
| All | +142.0% | +261.7% | -119.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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