+143.3%
CNP vs SGI
+356.4%
-213.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.3% | +2.0% |
| 7D | -3.0% | -3.9% | +0.9% | -2.5% |
| 30D | +6.8% | +0.9% | +5.9% | +6.4% |
| 3M | +3.6% | -2.9% | +6.5% | +3.7% |
| 6M | 0.0% | -9.0% | +8.9% | +0.8% |
| YTD | +9.4% | -29.2% | +38.6% | +14.5% |
| 1Y | +6.8% | -32.3% | +39.1% | +12.6% |
| 3Y | +64.2% | +72.4% | -8.2% | +42.0% |
| 5Y | +76.0% | +50.6% | +25.4% | +50.8% |
| 10Y | +143.3% | +335.2% | -191.9% | +57.2% |
| All | +143.3% | +356.4% | -213.1% | +57.2% |
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