+53.1%
CNP vs HRB
+28.7%
+24.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.5% |
| 7D | +1.6% | -9.1% | +10.7% | +2.1% |
| 30D | -0.8% | +0.3% | -1.0% | -0.9% |
| 3M | -3.6% | +23.4% | -27.0% | -4.9% |
| 6M | -6.9% | +45.1% | -52.1% | -9.1% |
| YTD | +6.4% | +8.9% | -2.5% | +6.8% |
| 1Y | +9.9% | -7.9% | +17.9% | +12.4% |
| 3Y | +53.1% | +27.9% | +25.2% | +44.6% |
| All | +53.1% | +28.7% | +24.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling