+977.1%
BE vs CNP
+81.0%
+896.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | +23.9% | +0.7% | +23.3% | +23.6% |
| 30D | +27.8% | -0.1% | +27.9% | +27.9% |
| 3M | +3.7% | -5.6% | +9.3% | +5.6% |
| 6M | +78.0% | -7.5% | +85.4% | +83.3% |
| YTD | +209.9% | +5.5% | +204.4% | +193.0% |
| 1Y | +389.6% | +8.3% | +381.3% | +350.6% |
| 3Y | +1,730.6% | +51.8% | +1,678.8% | +1,270.2% |
| 5Y | +1,227.8% | +69.9% | +1,157.9% | +840.3% |
| All | +977.1% | +81.0% | +896.1% | +530.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling