+143.3%
CNP vs BB
+28.9%
+114.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | -3.0% | +11.6% | -14.6% | -3.6% |
| 30D | +6.8% | +2.6% | +4.3% | +6.5% |
| 3M | +3.6% | +3.5% | +0.1% | +3.1% |
| 6M | 0.0% | +43.5% | -43.5% | -3.1% |
| YTD | +9.4% | +141.2% | -131.8% | +2.4% |
| 1Y | +6.8% | +97.4% | -90.6% | +1.2% |
| 3Y | +64.2% | +151.1% | -86.9% | +49.7% |
| 5Y | +76.0% | -12.8% | +88.8% | +69.0% |
| 10Y | +143.3% | +27.5% | +115.8% | +85.9% |
| All | +143.3% | +28.9% | +114.4% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling