+140.6%
CNP vs SGI
+318.6%
-178.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | +2.5% | -10.7% | +13.1% | +4.4% |
| 30D | +4.0% | -3.6% | +7.6% | +4.4% |
| 3M | +1.6% | -5.4% | +7.0% | +2.2% |
| 6M | -1.7% | -7.0% | +5.4% | -1.3% |
| YTD | +8.6% | -31.6% | +40.2% | +14.3% |
| 1Y | +5.8% | -33.5% | +39.3% | +11.8% |
| 3Y | +63.0% | +66.5% | -3.5% | +41.9% |
| 5Y | +74.7% | +42.2% | +32.5% | +51.3% |
| All | +140.6% | +318.6% | -178.0% | +57.3% |
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