+132.5%
CNP vs HRB
+207.5%
-75.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.2% | -12.2% | +10.0% | +0.8% |
| 30D | -2.1% | -3.0% | +0.9% | -1.9% |
| 3M | -7.9% | +21.7% | -29.6% | -13.1% |
| 6M | -8.3% | +52.3% | -60.6% | -19.2% |
| YTD | +3.8% | +6.5% | -2.7% | 0.0% |
| 1Y | +5.9% | -6.7% | +12.6% | +5.5% |
| 3Y | +49.3% | +25.1% | +24.2% | +32.7% |
| 5Y | +69.3% | +113.8% | -44.5% | +22.9% |
| All | +132.5% | +207.5% | -75.0% | +40.1% |
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