+74.4%
CNP vs BAX
-65.4%
+139.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | -1.8% | -5.5% | +3.6% | -1.2% |
| 3M | -4.6% | +33.5% | -38.2% | -8.1% |
| 6M | -8.8% | +35.9% | -44.7% | -12.5% |
| YTD | +5.2% | +35.4% | -30.1% | +0.4% |
| 1Y | +8.3% | +9.8% | -1.4% | +6.1% |
| 3Y | +54.9% | -32.7% | +87.6% | +62.1% |
| All | +74.4% | -65.4% | +139.8% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling