+122.0%
HCA vs CNP
+64.0%
+58.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +6.1% | +3.8% | +2.3% | +4.3% |
| 3M | +21.4% | +2.4% | +19.1% | +19.8% |
| 6M | +17.2% | -1.2% | +18.4% | +17.2% |
| YTD | +7.5% | +9.3% | -1.8% | +3.5% |
| 1Y | +6.2% | +6.4% | -0.3% | +3.2% |
| 3Y | +122.0% | +66.4% | +55.7% | +77.6% |
| All | +122.0% | +64.0% | +58.0% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling