+131.5%
CNP vs BWA
+142.9%
-11.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.6% | +4.3% | -2.6% | +0.8% |
| 30D | -0.8% | -2.9% | +2.1% | -0.4% |
| 3M | -3.6% | -12.4% | +8.9% | -1.4% |
| 6M | -6.9% | +28.6% | -35.5% | -12.8% |
| YTD | +6.4% | +48.2% | -41.8% | -4.4% |
| 1Y | +9.9% | +50.9% | -41.0% | -1.9% |
| 3Y | +53.1% | +72.2% | -19.1% | +29.5% |
| 5Y | +72.0% | +91.1% | -19.1% | +36.7% |
| 10Y | +131.5% | +144.0% | -12.5% | +48.0% |
| All | +131.5% | +142.9% | -11.4% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling