+1,888.4%
CNP vs BAX
+923.3%
+965.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -3.0% | +3.6% | -6.7% | -3.8% |
| 30D | +6.8% | +8.5% | -1.7% | +4.7% |
| 3M | +3.6% | -4.9% | +8.5% | +4.3% |
| 6M | 0.0% | +47.0% | -47.0% | -9.0% |
| YTD | +9.4% | +38.4% | -29.0% | -0.3% |
| 1Y | +6.8% | +49.1% | -42.3% | -4.5% |
| 3Y | +64.2% | -14.9% | +79.0% | +61.9% |
| 5Y | +76.0% | -63.1% | +139.1% | +108.4% |
| 10Y | +143.3% | -35.6% | +178.9% | +154.6% |
| All | +1,888.4% | +923.3% | +965.1% | +1,185.9% |
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