+69.9%
CNP vs HRB
+104.8%
-35.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +0.7% | -10.6% | +11.3% | +1.8% |
| 30D | -0.1% | -0.8% | +0.8% | -0.2% |
| 3M | -5.6% | +19.1% | -24.7% | -7.9% |
| 6M | -7.5% | +48.7% | -56.2% | -12.5% |
| YTD | +5.5% | +7.1% | -1.6% | +4.5% |
| 1Y | +8.3% | -8.3% | +16.7% | +10.0% |
| 3Y | +51.8% | +25.8% | +25.9% | +42.5% |
| 5Y | +69.9% | +111.1% | -41.2% | +48.2% |
| All | +69.9% | +104.8% | -35.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling