+337.1%
CNP vs BAH
+886.2%
-549.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | -1.8% | +2.0% | -3.8% | -2.3% |
| 3M | -4.6% | -7.6% | +3.0% | -3.5% |
| 6M | -8.8% | -5.7% | -3.2% | -8.6% |
| YTD | +5.2% | -11.7% | +17.0% | +6.1% |
| 1Y | +8.3% | -27.4% | +35.7% | +13.5% |
| 3Y | +54.9% | -32.5% | +87.4% | +59.5% |
| 5Y | +73.5% | -3.3% | +76.8% | +60.6% |
| 10Y | +139.1% | +186.0% | -46.9% | +77.1% |
| All | +337.1% | +886.2% | -549.2% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling