+140.6%
CNP vs BAX
-36.0%
+176.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +4.0% | +3.4% | +0.6% | +2.9% |
| 3M | +1.6% | -4.5% | +6.1% | +2.3% |
| 6M | -1.7% | +44.0% | -45.7% | -11.1% |
| YTD | +8.6% | +34.9% | -26.3% | -1.7% |
| 1Y | +5.8% | +37.9% | -32.1% | -5.0% |
| 3Y | +63.0% | -17.1% | +80.1% | +61.9% |
| 5Y | +74.7% | -64.3% | +138.9% | +138.3% |
| All | +140.6% | -36.0% | +176.6% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling