+72.0%
CNP vs HIG
+122.5%
-50.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | -0.8% | -4.9% | +4.1% | +0.9% |
| 3M | -3.6% | +6.8% | -10.4% | -5.8% |
| 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% | +7.3% |
| 3Y | +53.1% | +100.3% | -47.2% | +17.7% |
| 5Y | +72.0% | +118.5% | -46.5% | +27.3% |
| All | +72.0% | +122.5% | -50.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling