+385.9%
CNP vs BR
+1,481.8%
-1,095.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +3.8% | +14.4% | -10.6% | -1.3% |
| 3M | +2.4% | +12.4% | -10.1% | -2.4% |
| 6M | -1.2% | +35.4% | -36.6% | -12.8% |
| YTD | +9.3% | -12.2% | +21.4% | +12.6% |
| 1Y | +6.4% | -12.7% | +19.2% | +9.9% |
| 3Y | +66.4% | +14.3% | +52.1% | +52.4% |
| 5Y | +75.7% | +19.3% | +56.4% | +55.5% |
| 10Y | +145.1% | +278.1% | -133.0% | +37.3% |
| All | +385.9% | +1,481.8% | -1,095.9% | +50.7% |
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