+1,335.7%
BP vs CNP
+1,826.3%
-490.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.9% | +1.1% | +2.8% | +3.7% |
| 30D | +7.6% | -1.8% | +9.4% | +8.1% |
| 3M | +0.7% | -4.6% | +5.3% | +1.7% |
| 6M | +15.5% | -8.8% | +24.3% | +17.9% |
| YTD | +30.8% | +5.2% | +25.6% | +28.9% |
| 1Y | +34.3% | +8.3% | +26.0% | +31.2% |
| 3Y | +35.1% | +54.9% | -19.8% | +19.7% |
| 5Y | +126.8% | +73.5% | +53.3% | +94.6% |
| 10Y | +123.4% | +139.1% | -15.8% | +74.5% |
| All | +1,335.7% | +1,826.3% | -490.6% | +686.2% |
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