+53.2%
CNP vs BAH
-32.4%
+85.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | -1.8% | +2.0% | -3.8% | -2.0% |
| 3M | -4.6% | -7.6% | +3.0% | -4.6% |
| 6M | -8.8% | -5.7% | -3.2% | -8.9% |
| YTD | +5.2% | -11.7% | +17.0% | +5.1% |
| 1Y | +8.3% | -27.4% | +35.7% | +9.5% |
| All | +53.2% | -32.4% | +85.6% | +54.2% |
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