+373.3%
CNP vs BR
+1,286.0%
-912.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | +1.6% | -5.9% | +7.6% | +3.9% |
| 30D | -0.8% | +1.9% | -2.7% | -1.7% |
| 3M | -3.6% | +14.7% | -18.2% | -9.0% |
| 6M | -6.9% | -12.8% | +5.8% | -3.3% |
| YTD | +6.4% | -23.0% | +29.5% | +15.4% |
| 1Y | +9.9% | -31.7% | +41.6% | +24.7% |
| 3Y | +53.1% | -4.8% | +57.9% | +50.6% |
| 5Y | +72.0% | +7.8% | +64.1% | +58.0% |
| 10Y | +131.5% | +184.1% | -52.6% | +44.3% |
| All | +373.3% | +1,286.0% | -912.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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