+70.0%
CNP vs SFM
+241.7%
-171.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -1.8% | -4.4% | +2.5% | -1.5% |
| 3M | -4.6% | +1.5% | -6.2% | -5.0% |
| 6M | -8.8% | +6.5% | -15.3% | -9.8% |
| YTD | +5.2% | +2.2% | +3.1% | +4.4% |
| 1Y | +8.3% | -41.9% | +50.2% | +13.5% |
| 3Y | +54.9% | +106.8% | -51.9% | +34.9% |
| All | +70.0% | +241.7% | -171.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling