+1,270.1%
CNP vs SIRI
-8.5%
+1,278.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +3.8% | +21.1% | -17.3% | +3.0% |
| 3M | +2.4% | +14.7% | -12.4% | +1.8% |
| 6M | -1.2% | +22.9% | -24.1% | -2.0% |
| YTD | +9.3% | +65.7% | -56.5% | +7.1% |
| 1Y | +6.4% | +53.5% | -47.0% | +4.6% |
| 3Y | +66.4% | -23.0% | +89.4% | +66.3% |
| 5Y | +75.7% | -41.5% | +117.2% | +76.2% |
| 10Y | +145.1% | -7.4% | +152.6% | +142.3% |
| All | +1,270.1% | -8.5% | +1,278.6% | +1,124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling