+6,101.6%
CRH vs CNP
+1,831.2%
+4,270.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.6% | +0.7% | -4.2% | -3.7% |
| 30D | -10.8% | -0.1% | -10.8% | -10.9% |
| 3M | -13.5% | -5.6% | -7.9% | -12.4% |
| 6M | -15.4% | -7.5% | -7.9% | -14.1% |
| YTD | -27.6% | +5.5% | -33.1% | -28.7% |
| 1Y | -18.4% | +8.3% | -26.7% | -20.2% |
| 3Y | +72.5% | +51.8% | +20.7% | +55.3% |
| 5Y | +99.2% | +69.9% | +29.3% | +74.6% |
| 10Y | +257.0% | +139.9% | +117.1% | +185.3% |
| All | +6,101.6% | +1,831.2% | +4,270.4% | +4,003.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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