+69.3%
CNP vs BDX
-3.5%
+72.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.2% |
| 7D | -2.2% | -5.4% | +3.3% | -0.8% |
| 30D | -2.1% | -2.2% | +0.1% | -1.6% |
| 3M | -7.9% | +20.1% | -28.0% | -12.3% |
| 6M | -8.3% | +9.1% | -17.4% | -10.7% |
| YTD | +3.8% | +17.9% | -14.1% | -1.3% |
| 1Y | +5.9% | +22.1% | -16.2% | -0.5% |
| 3Y | +49.3% | -10.5% | +59.8% | +54.2% |
| 5Y | +69.3% | -2.6% | +71.9% | +62.6% |
| All | +69.3% | -3.5% | +72.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling