+343.9%
CNP vs PBR
+1,864.5%
-1,520.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.5% |
| 7D | +1.6% | +2.5% | -0.8% | +1.2% |
| 30D | -0.8% | +19.4% | -20.2% | -4.1% |
| 3M | -3.6% | +20.8% | -24.4% | -7.2% |
| 6M | -6.9% | +23.5% | -30.4% | -11.1% |
| YTD | +6.4% | +83.4% | -77.0% | -5.8% |
| 1Y | +9.9% | +77.6% | -67.6% | -2.2% |
| 3Y | +53.1% | +99.9% | -46.8% | +30.8% |
| 5Y | +72.0% | +567.7% | -495.8% | +12.0% |
| 10Y | +131.5% | +621.5% | -490.0% | +33.5% |
| All | +343.9% | +1,864.5% | -1,520.6% | +67.9% |
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