+1,860.4%
CNP vs BN
+15,687.7%
-13,827.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -4.2% | +5.3% | -9.5% | -5.7% |
| 30D | +5.5% | +11.9% | -6.4% | +2.2% |
| 3M | +0.6% | -5.7% | +6.3% | +1.9% |
| 6M | -2.8% | -10.6% | +7.8% | -0.4% |
| YTD | +7.9% | -9.4% | +17.2% | +9.4% |
| 1Y | +6.7% | -8.8% | +15.4% | +7.8% |
| 3Y | +61.1% | +95.6% | -34.5% | +28.8% |
| 5Y | +73.0% | +30.2% | +42.8% | +51.4% |
| 10Y | +141.9% | +277.0% | -135.1% | +60.8% |
| All | +1,860.4% | +15,687.7% | -13,827.3% | +862.3% |
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