+641.7%
BE vs CNP
+87.7%
+554.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -5.0% |
| 7D | -13.4% | -3.0% | -10.3% | -11.5% |
| 30D | -33.9% | +6.8% | -40.7% | -36.5% |
| 3M | -12.0% | +3.6% | -15.6% | -13.7% |
| 6M | -29.0% | 0.0% | -29.0% | -29.9% |
| YTD | +113.4% | +9.4% | +104.0% | +97.8% |
| 1Y | +33.2% | +6.8% | +26.3% | +24.9% |
| 3Y | +1,659.2% | +64.2% | +1,595.0% | +1,156.4% |
| 5Y | +461.4% | +76.0% | +385.3% | +290.8% |
| All | +641.7% | +87.7% | +554.0% | +325.4% |
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