+76.2%
CNP vs USHY
+50.7%
+25.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.3% |
| 30D | -1.8% | +0.1% | -1.9% | -2.0% |
| 3M | -4.6% | +0.8% | -5.5% | -6.0% |
| 6M | -8.8% | +1.7% | -10.6% | -11.6% |
| YTD | +5.2% | +2.5% | +2.8% | +0.9% |
| 1Y | +8.3% | +4.4% | +3.9% | +0.6% |
| 3Y | +54.9% | +27.4% | +27.5% | +2.2% |
| 5Y | +73.5% | +21.7% | +51.8% | +27.0% |
| All | +76.2% | +50.7% | +25.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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