+1,867.7%
CNP vs BN
+16,294.4%
-14,426.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.5% | -0.6% |
| 7D | -4.3% | +3.6% | -8.0% | -5.4% |
| 30D | +5.7% | +15.9% | -10.1% | +1.5% |
| 3M | +0.9% | -2.3% | +3.3% | +1.3% |
| 6M | -1.1% | -8.4% | +7.4% | +0.7% |
| YTD | +8.3% | -5.9% | +14.1% | +8.7% |
| 1Y | +5.9% | -5.6% | +11.5% | +6.0% |
| 3Y | +64.6% | +104.2% | -39.6% | +30.0% |
| 5Y | +74.6% | +35.5% | +39.1% | +51.1% |
| 10Y | +139.8% | +285.2% | -145.4% | +58.4% |
| All | +1,867.7% | +16,294.4% | -14,426.7% | +856.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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