+516.2%
CNP vs BB
+307.3%
+208.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.5% |
| 7D | -4.2% | +3.8% | -8.0% | -4.4% |
| 30D | +5.5% | -0.3% | +5.9% | +5.4% |
| 3M | +0.6% | -0.5% | +1.0% | +0.3% |
| 6M | -2.8% | +45.9% | -48.8% | -5.2% |
| YTD | +7.9% | +130.6% | -122.7% | +2.8% |
| 1Y | +6.7% | +89.2% | -82.5% | +2.5% |
| 3Y | +61.1% | +137.5% | -76.4% | +51.0% |
| 5Y | +73.0% | -20.9% | +93.9% | +68.2% |
| 10Y | +141.9% | +25.4% | +116.5% | +118.5% |
| All | +516.2% | +307.3% | +208.9% | +506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling