+22,650.5%
PH vs CNP
+1,874.4%
+20,776.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.4% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | -3.7% | +5.5% | -9.2% | -5.2% |
| 3M | -14.0% | +0.6% | -14.6% | -14.3% |
| 6M | +2.1% | -2.8% | +5.0% | +2.7% |
| YTD | +5.1% | +7.9% | -2.8% | +2.4% |
| 1Y | +10.9% | +6.7% | +4.3% | +8.4% |
| 3Y | +132.9% | +61.1% | +71.8% | +100.9% |
| 5Y | +200.1% | +73.0% | +127.1% | +153.0% |
| 10Y | +783.8% | +141.9% | +641.9% | +573.5% |
| All | +22,650.5% | +1,874.4% | +20,776.1% | +10,152.8% |
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