+131.5%
CNP vs SFM
+293.3%
-161.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.8% |
| 7D | +1.6% | -5.8% | +7.5% | +2.3% |
| 30D | -0.8% | -11.4% | +10.6% | +0.4% |
| 3M | -3.6% | -12.2% | +8.6% | -2.5% |
| 6M | -6.9% | -5.2% | -1.8% | -7.0% |
| YTD | +6.4% | -4.5% | +10.9% | +6.1% |
| 1Y | +9.9% | -45.4% | +55.3% | +16.5% |
| 3Y | +53.1% | +91.1% | -38.0% | +34.8% |
| 5Y | +72.0% | +226.8% | -154.8% | +37.9% |
| 10Y | +131.5% | +291.9% | -160.4% | +74.4% |
| All | +131.5% | +293.3% | -161.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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