+74.4%
CNP vs BBWI
-66.0%
+140.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +1.1% | +1.5% | -0.4% | +1.0% |
| 30D | -1.8% | -5.2% | +3.4% | -1.6% |
| 3M | -4.6% | +11.1% | -15.8% | -5.5% |
| 6M | -8.8% | -13.4% | +4.5% | -8.5% |
| YTD | +5.2% | +0.1% | +5.1% | +4.6% |
| 1Y | +8.3% | -36.1% | +44.4% | +10.7% |
| 3Y | +54.9% | -44.1% | +99.0% | +57.1% |
| All | +74.4% | -66.0% | +140.4% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling