+140.6%
CNP vs HRB
+226.2%
-85.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.5% | -7.8% | +10.2% | +4.3% |
| 30D | +4.0% | +15.7% | -11.7% | +0.2% |
| 3M | +1.6% | -5.5% | +7.2% | +2.5% |
| 6M | -1.7% | +41.1% | -42.8% | -10.9% |
| YTD | +8.6% | +20.4% | -11.7% | +1.3% |
| 1Y | +5.8% | +15.2% | -9.4% | -0.2% |
| 3Y | +63.0% | +24.3% | +38.7% | +46.1% |
| 5Y | +74.7% | +144.7% | -70.0% | +22.4% |
| All | +140.6% | +226.2% | -85.7% | +44.6% |
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