+132.5%
CNP vs BTG
+159.3%
-26.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.4% | -3.8% | +2.3% | -1.1% |
| 30D | -2.9% | +3.6% | -6.6% | -3.4% |
| 3M | -7.5% | +32.0% | -39.6% | -10.4% |
| 6M | -7.9% | +3.4% | -11.3% | -9.0% |
| YTD | +3.7% | +20.8% | -17.0% | +0.2% |
| 1Y | +4.6% | +22.4% | -17.8% | +0.4% |
| 3Y | +49.1% | +91.7% | -42.6% | +33.3% |
| 5Y | +69.2% | +79.0% | -9.8% | +50.4% |
| All | +132.5% | +159.3% | -26.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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