+132.5%
CNP vs BG
+166.7%
-34.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -2.3% |
| 30D | -2.9% | +10.2% | -13.2% | -5.7% |
| 3M | -7.5% | -1.7% | -5.9% | -7.5% |
| 6M | -7.9% | +1.0% | -8.9% | -8.9% |
| YTD | +3.7% | +39.9% | -36.2% | -7.0% |
| 1Y | +4.6% | +53.2% | -48.6% | -9.4% |
| 3Y | +49.1% | +16.3% | +32.9% | +38.6% |
| 5Y | +69.2% | +83.9% | -14.6% | +28.3% |
| All | +132.5% | +166.7% | -34.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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