+1,032.2%
CNP vs BWA
+3,492.4%
-2,460.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.3% |
| 7D | +1.1% | +5.7% | -4.6% | 0.0% |
| 30D | -1.8% | +1.4% | -3.2% | -2.3% |
| 3M | -4.6% | -12.1% | +7.4% | -2.7% |
| 6M | -8.8% | +28.6% | -37.4% | -14.2% |
| YTD | +5.2% | +51.1% | -45.9% | -5.0% |
| 1Y | +8.3% | +55.9% | -47.6% | -3.1% |
| 3Y | +54.9% | +70.1% | -15.2% | +33.3% |
| 5Y | +73.5% | +90.7% | -17.2% | +42.6% |
| 10Y | +139.1% | +154.0% | -14.8% | +76.3% |
| All | +1,032.2% | +3,492.4% | -2,460.2% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling