+5.8%
CNP vs BAX
+40.9%
-35.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +4.0% | +3.4% | +0.6% | +3.9% |
| 3M | +1.6% | -4.5% | +6.1% | +1.8% |
| 6M | -1.7% | +44.0% | -45.7% | -2.9% |
| YTD | +8.6% | +34.9% | -26.3% | +6.1% |
| 1Y | +5.8% | +37.9% | -32.1% | +3.6% |
| All | +5.8% | +40.9% | -35.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling