-2.8%
CNP vs SFM
-37.6%
+34.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +1.7% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | +5.5% | -24.8% | +30.3% | +5.4% |
| 3M | +0.6% | -43.7% | +44.3% | +0.9% |
| 6M | -2.8% | -37.3% | +34.4% | -2.9% |
| All | -2.8% | -37.6% | +34.8% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling