+237.0%
HOOD vs CNP
+77.8%
+159.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.1% |
| 7D | +13.4% | +1.6% | +11.7% | +13.1% |
| 30D | +25.8% | -0.8% | +26.6% | +25.8% |
| 3M | +38.0% | -3.6% | +41.5% | +38.4% |
| 6M | +52.2% | -6.9% | +59.2% | +53.7% |
| YTD | +3.7% | +6.4% | -2.7% | +1.1% |
| 1Y | +0.1% | +9.9% | -9.9% | -3.6% |
| 3Y | +992.6% | +53.1% | +939.5% | +844.1% |
| 5Y | +193.0% | +72.0% | +121.0% | +177.9% |
| All | +237.0% | +77.8% | +159.2% | +241.4% |
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