+38.6%
HPQ vs CNP
+70.6%
-32.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.2% |
| 7D | +2.2% | +0.7% | +1.6% | +2.0% |
| 30D | +9.7% | -0.1% | +9.8% | +9.7% |
| 3M | +32.7% | -5.6% | +38.4% | +34.8% |
| 6M | +77.7% | -7.5% | +85.2% | +81.2% |
| YTD | +51.0% | +5.5% | +45.5% | +47.4% |
| 1Y | +18.4% | +8.3% | +10.0% | +14.3% |
| 3Y | +25.6% | +51.8% | -26.2% | +4.4% |
| 5Y | +38.6% | +69.9% | -31.2% | +13.2% |
| All | +38.6% | +70.6% | -32.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling