+144.0%
CNP vs HRB
+243.1%
-99.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -8.1% | +8.0% | +1.8% |
| 30D | +5.0% | +15.0% | -10.0% | +1.4% |
| 3M | +2.7% | +10.2% | -7.6% | -0.6% |
| 6M | -1.9% | +44.2% | -46.1% | -11.6% |
| YTD | +8.8% | +21.0% | -12.2% | +1.3% |
| 1Y | +5.6% | +12.0% | -6.3% | +0.4% |
| 3Y | +63.2% | +24.9% | +38.3% | +46.1% |
| 5Y | +73.8% | +144.6% | -70.8% | +21.9% |
| 10Y | +144.0% | +229.4% | -85.4% | +46.3% |
| All | +144.0% | +243.1% | -99.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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