+91.3%
CNP vs SITM
+4,789.7%
-4,698.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.4% |
| 7D | -1.4% | +3.9% | -5.3% | -1.7% |
| 30D | -2.9% | -6.6% | +3.7% | -2.6% |
| 3M | -7.5% | -11.9% | +4.3% | -7.5% |
| 6M | -7.9% | +81.1% | -89.0% | -13.9% |
| YTD | +3.7% | +80.0% | -76.2% | -3.5% |
| 1Y | +4.6% | +145.8% | -141.2% | -6.1% |
| 3Y | +49.1% | +475.9% | -426.7% | +15.3% |
| 5Y | +69.2% | +189.2% | -120.0% | +29.8% |
| All | +91.3% | +4,789.7% | -4,698.3% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling