+131.5%
CNP vs BB
+3.3%
+128.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | -0.8% | -12.4% | +11.6% | -0.1% |
| 3M | -3.6% | -15.3% | +11.7% | -3.1% |
| 6M | -6.9% | +128.8% | -135.7% | -12.5% |
| YTD | +6.4% | +107.7% | -101.2% | +0.6% |
| 1Y | +9.9% | +103.9% | -93.9% | +3.8% |
| 3Y | +53.1% | +72.6% | -19.5% | +42.9% |
| 5Y | +72.0% | -24.3% | +96.2% | +66.4% |
| 10Y | +131.5% | +3.1% | +128.4% | +75.2% |
| All | +131.5% | +3.3% | +128.2% | +75.2% |
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