+8.3%
CNP vs BWA
+17.4%
-9.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.6% |
| 7D | -1.3% | -9.9% | +8.6% | -1.8% |
| 30D | +8.7% | -16.4% | +25.1% | +7.9% |
| 3M | -0.7% | -19.8% | +19.1% | -1.6% |
| 6M | -4.2% | -10.0% | +5.8% | -4.9% |
| YTD | +8.9% | +12.7% | -3.9% | +8.5% |
| 1Y | +8.3% | +15.7% | -7.3% | +8.5% |
| All | +8.3% | +17.4% | -9.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling