+1,812.7%
CNP vs HRB
+3,357.9%
-1,545.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | +1.1% | -5.7% | +6.8% | +2.2% |
| 30D | -1.8% | +7.9% | -9.7% | -3.5% |
| 3M | -4.6% | +32.1% | -36.8% | -10.0% |
| 6M | -8.8% | +62.2% | -71.1% | -17.9% |
| YTD | +5.2% | +16.4% | -11.2% | +0.4% |
| 1Y | +8.3% | -0.3% | +8.6% | +6.2% |
| 3Y | +54.9% | +36.0% | +18.9% | +41.1% |
| 5Y | +73.5% | +125.2% | -51.7% | +40.9% |
| 10Y | +139.1% | +237.7% | -98.5% | +72.9% |
| All | +1,812.7% | +3,357.9% | -1,545.2% | +780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling