+1,076.1%
BE vs CNP
+73.1%
+1,003.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +7.9% |
| 7D | +20.0% | +1.1% | +18.9% | +19.1% |
| 30D | +7.9% | -1.8% | +9.7% | +9.2% |
| 3M | -13.2% | -4.6% | -8.6% | -12.7% |
| 6M | +53.5% | -8.8% | +62.3% | +60.0% |
| YTD | +191.0% | +5.2% | +185.8% | +168.2% |
| 1Y | +360.5% | +8.3% | +352.2% | +307.7% |
| 3Y | +1,568.0% | +54.9% | +1,513.1% | +961.9% |
| All | +1,076.1% | +73.1% | +1,003.0% | +729.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling