+132.5%
CNP vs SIRI
-10.2%
+142.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -2.9% | +2.5% | -5.4% | -3.4% |
| 3M | -7.5% | +6.6% | -14.2% | -8.8% |
| 6M | -7.9% | +32.9% | -40.8% | -12.8% |
| YTD | +3.7% | +50.5% | -46.7% | -4.1% |
| 1Y | +4.6% | +28.0% | -23.4% | -0.8% |
| 3Y | +49.1% | -22.4% | +71.5% | +48.8% |
| 5Y | +69.2% | -41.3% | +110.5% | +71.4% |
| All | +132.5% | -10.2% | +142.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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