+72.4%
CNP vs BTG
+31.3%
+41.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | +2.5% | -5.9% | +8.3% | +2.8% |
| 30D | +4.0% | -5.0% | +9.0% | +4.2% |
| 3M | +1.6% | -4.5% | +6.1% | +1.7% |
| 6M | -1.7% | -7.0% | +5.3% | -1.6% |
| YTD | +8.6% | +11.4% | -2.7% | +5.9% |
| 1Y | +5.8% | +20.1% | -14.3% | +2.1% |
| 3Y | +63.0% | +81.5% | -18.5% | +46.2% |
| All | +72.4% | +31.3% | +41.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling