+668.0%
BE vs CNP
+87.5%
+580.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | +10.8% | +1.3% | +9.5% | +9.9% |
| 30D | -19.8% | +3.8% | -23.6% | -21.6% |
| 3M | -18.7% | +2.4% | -21.1% | -19.8% |
| 6M | -33.7% | -1.2% | -32.6% | -34.3% |
| YTD | +121.0% | +9.3% | +111.7% | +104.8% |
| 1Y | +85.4% | +6.4% | +79.0% | +74.3% |
| 3Y | +1,709.5% | +66.4% | +1,643.2% | +1,181.7% |
| 5Y | +462.2% | +75.7% | +386.5% | +291.5% |
| All | +668.0% | +87.5% | +580.5% | +340.6% |
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