+131.5%
CNP vs BAH
+182.5%
-51.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | +1.6% | -4.3% | +6.0% | +2.6% |
| 30D | -0.8% | -4.5% | +3.7% | 0.0% |
| 3M | -3.6% | -7.6% | +4.0% | -2.4% |
| 6M | -6.9% | -10.6% | +3.7% | -5.5% |
| YTD | +6.4% | -12.6% | +19.0% | +7.5% |
| 1Y | +9.9% | -27.0% | +36.9% | +15.4% |
| 3Y | +53.1% | -31.5% | +84.6% | +55.3% |
| 5Y | +72.0% | -3.8% | +75.8% | +52.7% |
| 10Y | +131.5% | +183.9% | -52.4% | +67.6% |
| All | +131.5% | +182.5% | -51.0% | +67.6% |
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