+1,064.4%
BAC vs CNP
+1,874.4%
-810.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -1.2% | -4.2% | +3.0% | +0.1% |
| 30D | -7.7% | +5.5% | -13.2% | -9.3% |
| 3M | -21.2% | +0.6% | -21.7% | -21.5% |
| 6M | -6.8% | -2.8% | -4.0% | -6.3% |
| YTD | -8.7% | +7.9% | -16.6% | -11.5% |
| 1Y | -5.3% | +6.7% | -11.9% | -7.9% |
| 3Y | +87.4% | +61.1% | +26.3% | +58.6% |
| 5Y | +18.9% | +73.0% | -54.0% | -2.1% |
| 10Y | +273.3% | +141.9% | +131.4% | +169.2% |
| All | +1,064.4% | +1,874.4% | -810.0% | +253.9% |
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 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