+348.0%
CNP vs BAH
+1,056.2%
-708.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.6% |
| 7D | -4.2% | -3.5% | -0.6% | -3.6% |
| 30D | +5.5% | +24.3% | -18.7% | +0.9% |
| 3M | +0.6% | +16.3% | -15.7% | -2.8% |
| 6M | -2.8% | +13.6% | -16.4% | -6.2% |
| YTD | +7.9% | +3.5% | +4.4% | +5.1% |
| 1Y | +6.7% | +2.7% | +4.0% | +3.8% |
| 3Y | +61.1% | -26.6% | +87.7% | +63.6% |
| 5Y | +73.0% | +8.5% | +64.4% | +56.6% |
| 10Y | +141.9% | +225.1% | -83.2% | +74.1% |
| All | +348.0% | +1,056.2% | -708.3% | +130.9% |
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 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