+1,886.0%
CNP vs BDX
+6,371.9%
-4,485.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +3.8% | +15.4% | -11.6% | 0.0% |
| 3M | +2.4% | +20.5% | -18.2% | -2.6% |
| 6M | -1.2% | +53.2% | -54.4% | -11.6% |
| YTD | +9.3% | +45.7% | -36.4% | -1.4% |
| 1Y | +6.4% | +47.3% | -40.8% | -4.3% |
| 3Y | +66.4% | +25.1% | +41.3% | +53.7% |
| 5Y | +75.7% | +27.4% | +48.2% | +60.7% |
| 10Y | +145.1% | +95.4% | +49.8% | +100.5% |
| All | +1,886.0% | +6,371.9% | -4,485.9% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling