+353.1%
CNP vs PBR
+1,607.0%
-1,253.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +2.5% | -3.7% | +6.2% | +3.2% |
| 30D | +4.0% | -29.0% | +33.1% | +10.5% |
| 3M | +1.6% | +4.9% | -3.3% | +0.1% |
| 6M | -1.7% | -8.4% | +6.7% | -1.0% |
| YTD | +8.6% | +59.4% | -50.7% | -1.9% |
| 1Y | +5.8% | +45.5% | -39.7% | -2.8% |
| 3Y | +63.0% | +67.4% | -4.4% | +43.3% |
| 5Y | +74.7% | +453.0% | -378.3% | +17.6% |
| 10Y | +143.7% | +555.9% | -412.2% | +42.8% |
| All | +353.1% | +1,607.0% | -1,253.9% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling