+13.1%
HPQ vs CNP
+74.5%
-61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +3.2% | +1.3% | +1.9% | +2.8% |
| 30D | -3.6% | +3.8% | -7.4% | -4.8% |
| 3M | -5.3% | +2.4% | -7.6% | -6.2% |
| 6M | +41.1% | -1.2% | +42.3% | +41.1% |
| YTD | +36.9% | +9.3% | +27.6% | +31.8% |
| 1Y | +23.5% | +6.4% | +17.1% | +19.9% |
| 3Y | +19.6% | +66.4% | -46.8% | -5.6% |
| All | +13.1% | +74.5% | -61.4% | -12.1% |
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