+64.6%
CNP vs BLDR
-47.3%
+111.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.2% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +5.7% | +24.8% | -19.1% | +4.8% |
| 3M | +0.9% | -11.7% | +12.6% | +1.1% |
| 6M | -1.1% | -14.8% | +13.7% | -0.9% |
| YTD | +8.3% | -35.9% | +44.1% | +9.2% |
| 1Y | +5.9% | -39.7% | +45.6% | +7.1% |
| 3Y | +64.6% | -45.6% | +110.2% | +55.3% |
| All | +64.6% | -47.3% | +111.9% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling