+148.5%
CNP vs SFM
+132.6%
+15.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.1% |
| 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% | -9.9% |
| YTD | +5.2% | +2.2% | +3.1% | +4.3% |
| 1Y | +8.3% | -41.9% | +50.2% | +13.2% |
| 3Y | +54.9% | +106.8% | -51.9% | +38.7% |
| 5Y | +73.5% | +231.6% | -158.1% | +45.4% |
| 10Y | +139.1% | +258.4% | -119.3% | +92.4% |
| All | +148.5% | +132.6% | +15.9% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling