+572.3%
CNP vs BUD
+201.1%
+371.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -1.8% | -5.7% | +3.8% | 0.0% |
| 3M | -4.6% | +3.1% | -7.8% | -5.9% |
| 6M | -8.8% | +7.9% | -16.7% | -11.7% |
| YTD | +5.2% | +27.3% | -22.1% | -4.0% |
| 1Y | +8.3% | +37.8% | -29.5% | -4.1% |
| 3Y | +54.9% | +49.8% | +5.0% | +30.6% |
| 5Y | +73.5% | +43.8% | +29.7% | +44.9% |
| 10Y | +139.1% | -22.6% | +161.8% | +124.1% |
| All | +572.3% | +201.1% | +371.2% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 all: compounded portfolio wealth divided by compounded BUD 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…
all analysis · Full analysis span regression · 6 months rolling