+139.9%
CNP vs BAX
-37.8%
+177.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +0.7% | -5.1% | +5.8% | +1.9% |
| 30D | -0.1% | -12.2% | +12.1% | +3.0% |
| 3M | -5.6% | +21.8% | -27.4% | -10.7% |
| 6M | -7.5% | +36.3% | -43.8% | -15.3% |
| YTD | +5.5% | +27.8% | -22.3% | -3.0% |
| 1Y | +8.3% | -0.1% | +8.4% | +6.0% |
| 3Y | +51.8% | -33.3% | +85.1% | +62.0% |
| 5Y | +69.9% | -67.1% | +137.0% | +137.7% |
| 10Y | +139.9% | -36.9% | +176.9% | +171.5% |
| All | +139.9% | -37.8% | +177.7% | +171.5% |
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