+83.2%
CNP vs BTDR
-44.0%
+127.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.6% |
| 7D | +1.3% | -6.9% | +8.2% | +1.3% |
| 30D | +3.8% | -31.5% | +35.3% | +3.8% |
| 3M | +2.4% | -36.1% | +38.4% | +2.4% |
| 6M | -1.2% | -57.6% | +56.5% | -1.2% |
| YTD | +9.3% | -50.0% | +59.3% | +9.1% |
| 1Y | +6.4% | -49.6% | +56.0% | +6.2% |
| 3Y | +66.4% | +48.5% | +17.8% | +63.1% |
| 5Y | +75.7% | -43.8% | +119.5% | +74.4% |
| All | +83.2% | -44.0% | +127.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling