+498.6%
CNP vs SBAC
+2,219.2%
-1,720.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -4.3% | +3.0% | -7.3% | -4.7% |
| 30D | +5.7% | +4.3% | +1.4% | +5.2% |
| 3M | +0.9% | +4.1% | -3.2% | +0.3% |
| 6M | -1.1% | -11.6% | +10.6% | 0.0% |
| YTD | +8.3% | +0.4% | +7.9% | +7.6% |
| 1Y | +5.9% | -1.1% | +7.0% | +5.4% |
| 3Y | +64.6% | -7.3% | +71.9% | +64.4% |
| 5Y | +74.6% | -40.8% | +115.4% | +82.1% |
| 10Y | +139.8% | +103.0% | +36.9% | +123.4% |
| All | +498.6% | +2,219.2% | -1,720.6% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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