+501.2%
CNP vs BB
+258.8%
+242.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | -5.6% | +6.7% | +1.4% |
| 30D | -1.8% | -11.8% | +10.0% | -1.3% |
| 3M | -4.6% | -25.5% | +20.9% | -3.8% |
| 6M | -8.8% | +121.3% | -130.1% | -12.7% |
| YTD | +5.2% | +103.2% | -97.9% | +1.1% |
| 1Y | +8.3% | +102.6% | -94.3% | +3.9% |
| 3Y | +54.9% | +37.5% | +17.4% | +48.8% |
| 5Y | +73.5% | -30.4% | +103.9% | +69.8% |
| 10Y | +139.1% | 0.0% | +139.1% | +118.5% |
| All | +501.2% | +258.8% | +242.4% | +496.7% |
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