+139.9%
CNP vs SGI
+263.3%
-123.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -0.1% | +5.5% | -5.6% | -1.1% |
| 3M | -5.6% | -3.6% | -2.0% | -5.4% |
| 6M | -7.5% | -15.0% | +7.5% | -5.8% |
| YTD | +5.5% | -23.0% | +28.5% | +9.0% |
| 1Y | +8.3% | -18.4% | +26.8% | +10.4% |
| 3Y | +51.8% | +57.8% | -6.0% | +34.5% |
| 5Y | +69.9% | +51.5% | +18.4% | +47.0% |
| 10Y | +139.9% | +275.2% | -135.2% | +57.0% |
| All | +139.9% | +263.3% | -123.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling