+498.2%
HCA vs CNP
+137.0%
+361.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | -1.4% | +6.8% | +6.1% |
| 30D | +3.0% | -2.9% | +5.9% | +4.3% |
| 3M | +13.0% | -7.5% | +20.6% | +17.1% |
| 6M | -20.3% | -7.9% | -12.4% | -17.3% |
| YTD | -8.2% | +3.7% | -12.0% | -10.4% |
| 1Y | +6.7% | +4.6% | +2.1% | +3.7% |
| 3Y | +60.4% | +49.1% | +11.2% | +28.6% |
| 5Y | +73.4% | +69.2% | +4.2% | +29.7% |
| All | +498.2% | +137.0% | +361.2% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling