+143.3%
CNP vs BWA
+95.2%
+48.1%
-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% | +1.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.6% |
| 30D | +6.8% | -17.7% | +24.5% | +10.8% |
| 3M | +3.6% | -27.0% | +30.6% | +9.8% |
| 6M | 0.0% | -17.3% | +17.3% | +2.6% |
| YTD | +9.4% | +12.9% | -3.5% | +3.4% |
| 1Y | +6.8% | +12.9% | -6.1% | +0.8% |
| 3Y | +64.2% | +62.1% | +2.1% | +38.8% |
| 5Y | +76.0% | +30.7% | +45.3% | +52.5% |
| 10Y | +143.3% | +89.2% | +54.1% | +69.9% |
| All | +143.3% | +95.2% | +48.1% | +69.9% |
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