+14.5%
PH vs CNP
+6.5%
+8.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.2% |
| 7D | +3.0% | -4.3% | +7.4% | +3.5% |
| 30D | -0.6% | +5.7% | -6.3% | -1.1% |
| 3M | -10.7% | +0.9% | -11.7% | -10.8% |
| 6M | +9.1% | -1.1% | +10.1% | +9.5% |
| YTD | +9.5% | +8.3% | +1.2% | +9.0% |
| All | +14.5% | +6.5% | +8.0% | +14.9% |
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