+132.5%
CNP vs HIG
+315.0%
-182.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.3% |
| 30D | -2.1% | -1.2% | -0.8% | -1.6% |
| 3M | -7.9% | +6.3% | -14.2% | -10.3% |
| 6M | -8.3% | +0.6% | -8.9% | -8.8% |
| YTD | +3.8% | +0.6% | +3.2% | +3.0% |
| 1Y | +5.9% | +6.1% | -0.2% | +2.7% |
| 3Y | +49.3% | +102.0% | -52.7% | +10.0% |
| 5Y | +69.3% | +119.2% | -49.9% | +18.5% |
| All | +132.5% | +315.0% | -182.5% | +36.3% |
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