+132.5%
CNP vs BBY
+252.7%
-120.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -2.9% | +9.4% | -12.3% | -4.8% |
| 3M | -7.5% | +19.3% | -26.9% | -11.0% |
| 6M | -7.9% | +47.9% | -55.8% | -15.6% |
| YTD | +3.7% | +39.6% | -35.8% | -4.1% |
| 1Y | +4.6% | +22.2% | -17.6% | -1.0% |
| 3Y | +49.1% | +45.0% | +4.2% | +30.9% |
| 5Y | +69.2% | +2.6% | +66.7% | +56.6% |
| All | +132.5% | +252.7% | -120.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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