+19.3%
PH vs CNP
+8.7%
+10.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -3.3% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -6.7% | +8.7% | -15.4% | -7.5% |
| 3M | -8.1% | -0.7% | -7.4% | -8.0% |
| 6M | +5.3% | -4.2% | +9.5% | +5.5% |
| YTD | +4.2% | +8.9% | -4.7% | +3.1% |
| 1Y | +19.3% | +8.3% | +11.0% | +19.1% |
| All | +19.3% | +8.7% | +10.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling