+1,860.4%
CNP vs BAX
+898.9%
+961.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -4.2% | +12.1% | -16.3% | -6.6% |
| 30D | +5.5% | +7.6% | -2.1% | +3.6% |
| 3M | +0.6% | -4.5% | +5.1% | +1.1% |
| 6M | -2.8% | +52.0% | -54.9% | -12.3% |
| YTD | +7.9% | +35.1% | -27.3% | -1.2% |
| 1Y | +6.7% | +43.7% | -37.1% | -3.8% |
| 3Y | +61.1% | -20.9% | +82.1% | +61.6% |
| 5Y | +73.0% | -63.5% | +136.5% | +105.2% |
| 10Y | +141.9% | -36.0% | +177.9% | +153.5% |
| All | +1,860.4% | +898.9% | +961.5% | +1,174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling