+132.5%
CNP vs SCCO
+1,108.1%
-975.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | -0.5% |
| 7D | -2.2% | -2.7% | +0.6% | -1.8% |
| 30D | -2.1% | -0.2% | -1.9% | -2.3% |
| 3M | -7.9% | +17.8% | -25.7% | -11.1% |
| 6M | -8.3% | +2.3% | -10.6% | -10.1% |
| YTD | +3.8% | +41.6% | -37.8% | -5.3% |
| 1Y | +5.9% | +101.9% | -96.0% | -10.5% |
| 3Y | +49.3% | +186.2% | -136.9% | +12.4% |
| 5Y | +69.3% | +309.7% | -240.4% | +12.4% |
| All | +132.5% | +1,108.1% | -975.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling