+8.3%
CNP vs PBR
+74.7%
-66.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -3.2% |
| 7D | -1.3% | -11.0% | +9.7% | -0.9% |
| 30D | +8.7% | -18.8% | +27.5% | +9.4% |
| 3M | -0.7% | +7.8% | -8.5% | -1.4% |
| 6M | -4.2% | -7.6% | +3.4% | -3.6% |
| YTD | +8.9% | +72.7% | -63.8% | +1.9% |
| 1Y | +8.3% | +72.9% | -64.6% | +1.1% |
| All | +8.3% | +74.7% | -66.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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