+14.8%
CNP vs BIYA
-99.8%
+114.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.8% |
| 7D | +1.1% | +1.3% | -0.2% | +1.1% |
| 30D | -1.8% | -21.0% | +19.2% | -1.8% |
| 3M | -4.6% | -74.3% | +69.7% | -4.2% |
| 6M | -8.8% | -84.6% | +75.8% | -8.5% |
| YTD | +5.2% | -94.2% | +99.4% | +6.1% |
| 1Y | +8.3% | -98.2% | +106.5% | +9.5% |
| All | +14.8% | -99.8% | +114.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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