+387.4%
CNP vs BG
+1,131.5%
-744.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.1% | +2.8% | -1.7% | +0.4% |
| 30D | -1.8% | +12.0% | -13.9% | -4.6% |
| 3M | -4.6% | -7.7% | +3.1% | -3.1% |
| 6M | -8.8% | +4.5% | -13.3% | -10.4% |
| YTD | +5.2% | +35.7% | -30.4% | -3.2% |
| 1Y | +8.3% | +50.1% | -41.8% | -3.4% |
| 3Y | +54.9% | +12.6% | +42.3% | +46.3% |
| 5Y | +73.5% | +75.4% | -1.9% | +42.9% |
| 10Y | +139.1% | +150.5% | -11.3% | +71.0% |
| All | +387.4% | +1,131.5% | -744.1% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling