+5.6%
CNP vs HRB
+11.2%
-5.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -8.1% | +8.0% | -0.1% |
| 30D | +5.0% | +15.0% | -10.0% | +4.9% |
| 3M | +2.7% | +10.2% | -7.6% | +2.5% |
| 6M | -1.9% | +44.2% | -46.1% | -1.6% |
| YTD | +8.8% | +21.0% | -12.2% | +6.2% |
| 1Y | +5.6% | +12.0% | -6.3% | +2.2% |
| All | +5.6% | +11.2% | -5.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling