+140.6%
CNP vs HIG
+260.2%
-119.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +4.0% | +4.4% | -0.3% | +2.2% |
| 3M | +1.6% | 0.0% | +1.6% | +1.4% |
| 6M | -1.7% | +3.8% | -5.5% | -3.5% |
| YTD | +8.6% | +0.7% | +7.9% | +7.6% |
| 1Y | +5.8% | +5.0% | +0.8% | +3.0% |
| 3Y | +63.0% | +95.3% | -32.3% | +21.3% |
| 5Y | +74.7% | +110.8% | -36.1% | +23.9% |
| All | +140.6% | +260.2% | -119.6% | +40.0% |
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