+8.3%
CNP vs SITM
+47.5%
-39.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.8% | -3.7% |
| 7D | -1.3% | -19.5% | +18.2% | -1.7% |
| 30D | +8.7% | -43.2% | +51.9% | +7.7% |
| 3M | -0.7% | -30.8% | +30.1% | -1.1% |
| 6M | -4.2% | -28.6% | +24.4% | -4.4% |
| YTD | +8.9% | +14.2% | -5.3% | +9.3% |
| 1Y | +8.3% | +44.4% | -36.0% | +9.2% |
| All | +8.3% | +47.5% | -39.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling