+73.4%
CNP vs BAH
+6.1%
+67.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | +3.8% | +20.8% | -17.0% | +1.8% |
| 3M | +2.4% | +11.6% | -9.2% | +1.1% |
| 6M | -1.2% | +23.1% | -24.3% | -3.7% |
| YTD | +9.3% | +5.3% | +4.0% | +7.5% |
| 1Y | +6.4% | +6.1% | +0.3% | +4.4% |
| 3Y | +66.4% | -27.5% | +93.8% | +66.8% |
| All | +73.4% | +6.1% | +67.3% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling