+142.0%
CNP vs BTI
+131.8%
+10.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | +1.3% | +1.6% | -0.3% | +0.8% |
| 30D | +3.8% | +9.2% | -5.4% | +0.7% |
| 3M | +2.4% | +9.6% | -7.3% | -1.0% |
| 6M | -1.2% | -2.4% | +1.3% | -0.9% |
| YTD | +9.3% | +14.2% | -5.0% | +3.4% |
| 1Y | +6.4% | +20.3% | -13.9% | -1.1% |
| 3Y | +66.4% | +147.4% | -81.1% | +17.6% |
| 5Y | +75.7% | +155.4% | -79.8% | +20.9% |
| All | +142.0% | +131.8% | +10.1% | +46.3% |
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