+142.0%
CNP vs BDX
+95.1%
+46.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.3% | +2.9% | -1.6% | +0.4% |
| 30D | +3.8% | +15.4% | -11.6% | -1.1% |
| 3M | +2.4% | +20.5% | -18.2% | -4.0% |
| 6M | -1.2% | +53.2% | -54.4% | -14.8% |
| YTD | +9.3% | +45.7% | -36.4% | -4.8% |
| 1Y | +6.4% | +47.3% | -40.8% | -7.8% |
| 3Y | +66.4% | +25.1% | +41.3% | +50.0% |
| 5Y | +75.7% | +27.4% | +48.2% | +55.0% |
| All | +142.0% | +95.1% | +46.9% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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