+23,761.0%
PH vs CNP
+1,826.3%
+21,934.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | -3.2% | -1.8% | -1.4% | -2.8% |
| 3M | +10.6% | -4.6% | +15.2% | +11.9% |
| 6M | -2.1% | -8.8% | +6.7% | +0.2% |
| YTD | +10.2% | +5.2% | +5.0% | +8.3% |
| 1Y | +28.2% | +8.3% | +19.9% | +24.8% |
| 3Y | +134.9% | +54.9% | +80.0% | +105.0% |
| 5Y | +253.6% | +73.5% | +180.1% | +198.1% |
| 10Y | +804.7% | +139.1% | +665.6% | +592.8% |
| All | +23,761.0% | +1,826.3% | +21,934.7% | +10,738.8% |
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