+1,812.7%
CNP vs BDX
+5,351.6%
-3,538.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | -1.8% | +8.3% | -10.1% | -3.8% |
| 3M | -4.6% | +24.4% | -29.0% | -9.9% |
| 6M | -8.8% | +9.2% | -18.0% | -11.2% |
| YTD | +5.2% | +22.7% | -17.5% | -0.7% |
| 1Y | +8.3% | +25.9% | -17.6% | +1.4% |
| 3Y | +54.9% | -10.5% | +65.4% | +55.8% |
| 5Y | +73.5% | +1.9% | +71.6% | +68.1% |
| 10Y | +139.1% | +58.7% | +80.4% | +106.2% |
| All | +1,812.7% | +5,351.6% | -3,538.9% | +742.0% |
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