+1,077.0%
CNP vs BWA
+2,583.4%
-1,506.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| YTD | +9.4% | +12.9% | -3.5% | +4.3% |
| 1Y | +6.8% | +12.9% | -6.1% | +1.7% |
| 3Y | +64.2% | +62.1% | +2.1% | +42.2% |
| 5Y | +76.0% | +30.7% | +45.3% | +56.0% |
| 10Y | +143.3% | +89.2% | +54.1% | +89.8% |
| All | +1,077.0% | +2,583.4% | -1,506.4% | +504.1% |
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