+154.7%
CNP vs SFM
+40.3%
+114.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.2% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | +5.5% | -24.8% | +30.3% | +7.9% |
| 3M | +0.6% | -43.7% | +44.3% | +5.6% |
| 6M | -2.8% | -37.3% | +34.4% | +0.6% |
| YTD | +7.9% | -38.4% | +46.2% | +11.5% |
| 1Y | +6.7% | -36.9% | +43.6% | +10.0% |
| 3Y | +61.1% | +20.7% | +40.5% | +51.2% |
| 5Y | +73.0% | +103.5% | -30.5% | +51.0% |
| 10Y | +141.9% | +139.7% | +2.1% | +102.5% |
| All | +154.7% | +40.3% | +114.4% | +122.1% |
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