+1,359.3%
BP vs CNP
+1,874.4%
-515.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -11.6% | -4.2% | -7.4% | -10.7% |
| 30D | 0.0% | +5.5% | -5.5% | -1.3% |
| 3M | +6.7% | +0.6% | +6.2% | +6.5% |
| 6M | +2.2% | -2.8% | +5.0% | +2.6% |
| YTD | +33.0% | +7.9% | +25.1% | +30.1% |
| 1Y | +30.7% | +6.7% | +24.1% | +28.2% |
| 3Y | +44.2% | +61.1% | -16.9% | +26.6% |
| 5Y | +105.1% | +73.0% | +32.2% | +76.1% |
| 10Y | +133.5% | +141.9% | -8.4% | +81.8% |
| All | +1,359.3% | +1,874.4% | -515.1% | +693.7% |
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