+2,903.2%
HPQ vs CNP
+1,826.3%
+1,076.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +6.9% | +1.1% | +5.9% | +6.7% |
| 30D | +14.4% | -1.8% | +16.3% | +14.8% |
| 3M | +25.6% | -4.6% | +30.3% | +26.8% |
| 6M | +75.0% | -8.8% | +83.9% | +78.1% |
| YTD | +50.7% | +5.2% | +45.5% | +48.5% |
| 1Y | +18.7% | +8.3% | +10.3% | +16.1% |
| 3Y | +21.5% | +54.9% | -33.4% | +9.1% |
| 5Y | +31.6% | +73.5% | -41.9% | +15.0% |
| 10Y | +216.1% | +139.1% | +76.9% | +153.4% |
| All | +2,903.2% | +1,826.3% | +1,076.9% | +1,424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling