+69.9%
CNP vs BTI
+113.9%
-44.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -0.1% | -4.8% | +4.7% | +1.2% |
| 3M | -5.6% | -8.1% | +2.5% | -3.7% |
| 6M | -7.5% | -4.2% | -3.3% | -6.8% |
| YTD | +5.5% | -1.3% | +6.8% | +5.2% |
| 1Y | +8.3% | +2.1% | +6.2% | +7.0% |
| 3Y | +51.8% | +108.9% | -57.2% | +19.5% |
| 5Y | +69.9% | +114.5% | -44.6% | +30.1% |
| All | +69.9% | +113.9% | -44.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling