+61.1%
CNP vs BAH
-26.3%
+87.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +1.9% |
| 7D | -4.2% | -3.5% | -0.6% | -4.1% |
| 30D | +5.5% | +24.3% | -18.7% | +4.6% |
| 3M | +0.6% | +16.3% | -15.7% | -0.1% |
| 6M | -2.8% | +13.6% | -16.4% | -3.7% |
| YTD | +7.9% | +3.5% | +4.4% | +7.0% |
| 1Y | +6.7% | +2.7% | +4.0% | +5.7% |
| 3Y | +61.1% | -26.6% | +87.7% | +58.9% |
| All | +61.1% | -26.3% | +87.4% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling