+406.1%
CNP vs BG
+954.5%
-548.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | +3.8% | -6.7% | +10.5% | +5.4% |
| 3M | +2.4% | -9.3% | +11.6% | +4.4% |
| 6M | -1.2% | -18.3% | +17.2% | +3.0% |
| YTD | +9.3% | +16.2% | -6.9% | +4.1% |
| 1Y | +6.4% | +7.6% | -1.2% | +3.2% |
| 3Y | +66.4% | +6.6% | +59.8% | +58.8% |
| 5Y | +75.7% | +22.2% | +53.5% | +58.4% |
| 10Y | +145.1% | +112.0% | +33.1% | +82.4% |
| All | +406.1% | +954.5% | -548.4% | +150.4% |
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