+69.6%
CNP vs PBR
+552.2%
-482.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.4% | +5.4% | -6.8% | -1.9% |
| 30D | -2.9% | +22.9% | -25.8% | -4.8% |
| 3M | -7.5% | +19.6% | -27.2% | -9.2% |
| 6M | -7.9% | +16.5% | -24.4% | -9.5% |
| YTD | +3.7% | +86.7% | -82.9% | -2.9% |
| 1Y | +4.6% | +74.7% | -70.1% | -1.5% |
| 3Y | +49.1% | +102.6% | -53.4% | +37.0% |
| All | +69.6% | +552.2% | -482.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling