+73.9%
CNP vs BWA
+26.5%
+47.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.5% |
| 7D | -4.2% | -5.5% | +1.3% | -3.7% |
| 30D | +5.5% | -21.7% | +27.3% | +7.8% |
| 3M | +0.6% | -25.6% | +26.2% | +3.0% |
| 6M | -2.8% | -17.4% | +14.6% | -1.9% |
| YTD | +7.9% | +9.2% | -1.3% | +4.5% |
| 1Y | +6.7% | +9.7% | -3.1% | +3.2% |
| 3Y | +61.1% | +54.6% | +6.5% | +46.2% |
| All | +73.9% | +26.5% | +47.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling