+496.4%
CNP vs SBAC
+2,207.9%
-1,711.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | -4.2% | +1.2% | -5.4% | -4.4% |
| 30D | +5.5% | +11.2% | -5.6% | +4.2% |
| 3M | +0.6% | +4.5% | -3.9% | 0.0% |
| 6M | -2.8% | -12.2% | +9.3% | -1.7% |
| YTD | +7.9% | -0.1% | +8.0% | +7.2% |
| 1Y | +6.7% | -0.3% | +6.9% | +6.0% |
| 3Y | +61.1% | -8.7% | +69.9% | +61.2% |
| 5Y | +73.0% | -40.2% | +113.1% | +80.2% |
| 10Y | +141.9% | +97.3% | +44.6% | +125.9% |
| All | +496.4% | +2,207.9% | -1,711.5% | +309.7% |
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