+132.5%
CNP vs BTI
+72.6%
+59.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.2% | -2.0% | -0.2% | -1.5% |
| 30D | -2.1% | -3.4% | +1.4% | -1.0% |
| 3M | -7.9% | -9.0% | +1.1% | -5.3% |
| 6M | -8.3% | -5.0% | -3.3% | -7.3% |
| YTD | +3.8% | -0.3% | +4.1% | +3.0% |
| 1Y | +5.9% | +3.1% | +2.8% | +3.7% |
| 3Y | +49.3% | +111.0% | -61.7% | +11.8% |
| 5Y | +69.3% | +117.0% | -47.8% | +23.8% |
| All | +132.5% | +72.6% | +59.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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