+139.8%
CNP vs BAH
+218.8%
-78.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +5.7% | +17.3% | -11.5% | +2.2% |
| 3M | +0.9% | +14.9% | -13.9% | -2.3% |
| 6M | -1.1% | +14.2% | -15.3% | -4.6% |
| YTD | +8.3% | +5.1% | +3.1% | +5.0% |
| 1Y | +5.9% | +2.1% | +3.8% | +3.2% |
| 3Y | +64.6% | -26.0% | +90.6% | +66.3% |
| 5Y | +74.6% | +9.0% | +65.6% | +52.0% |
| 10Y | +139.8% | +208.8% | -68.9% | +73.6% |
| All | +139.8% | +218.8% | -78.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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