+53.1%
CNP vs HIG
+99.1%
-46.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | -0.8% | -4.9% | +4.1% | +0.8% |
| 3M | -3.6% | +6.8% | -10.4% | -5.6% |
| 6M | -6.9% | -1.7% | -5.3% | -6.7% |
| YTD | +6.4% | -0.2% | +6.7% | +6.1% |
| 1Y | +9.9% | +5.7% | +4.2% | +7.5% |
| 3Y | +53.1% | +100.3% | -47.2% | +15.1% |
| All | +53.1% | +99.1% | -46.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling