+1,812.7%
CNP vs BAX
+900.4%
+912.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | -1.8% | -5.5% | +3.6% | -0.7% |
| 3M | -4.6% | +33.5% | -38.2% | -11.0% |
| 6M | -8.8% | +35.9% | -44.7% | -15.6% |
| YTD | +5.2% | +35.4% | -30.1% | -3.3% |
| 1Y | +8.3% | +9.8% | -1.4% | +3.7% |
| 3Y | +54.9% | -32.7% | +87.6% | +61.5% |
| 5Y | +73.5% | -65.6% | +139.1% | +109.3% |
| 10Y | +139.1% | -34.9% | +174.0% | +150.6% |
| All | +1,812.7% | +900.4% | +912.2% | +1,147.6% |
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 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