+142.0%
CNP vs BTG
+164.8%
-22.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.3% | -9.1% | +10.4% | +2.1% |
| 30D | +3.8% | -1.6% | +5.4% | +3.7% |
| 3M | +2.4% | -2.8% | +5.2% | +2.2% |
| 6M | -1.2% | -7.6% | +6.4% | -1.3% |
| YTD | +9.3% | +10.2% | -1.0% | +6.2% |
| 1Y | +6.4% | +21.3% | -14.8% | +2.2% |
| 3Y | +66.4% | +82.7% | -16.3% | +49.1% |
| 5Y | +75.7% | +30.8% | +44.9% | +61.3% |
| All | +142.0% | +164.8% | -22.9% | +107.2% |
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