+73.9%
CNP vs SFM
+105.4%
-31.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.1% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | +5.5% | -24.8% | +30.3% | +7.5% |
| 3M | +0.6% | -43.7% | +44.3% | +5.0% |
| 6M | -2.8% | -37.3% | +34.4% | +0.2% |
| YTD | +7.9% | -38.4% | +46.2% | +11.1% |
| 1Y | +6.7% | -36.9% | +43.6% | +9.5% |
| 3Y | +61.1% | +20.7% | +40.5% | +46.1% |
| All | +73.9% | +105.4% | -31.4% | +41.6% |
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