+101.5%
CNP vs SITM
+3,319.5%
-3,218.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.0% |
| 7D | +1.3% | +6.6% | -5.3% | +0.8% |
| 30D | +3.8% | -15.3% | +19.1% | +4.6% |
| 3M | +2.4% | -35.4% | +37.7% | +4.8% |
| 6M | -1.2% | -46.8% | +45.6% | +1.8% |
| YTD | +9.3% | +25.9% | -16.6% | +3.7% |
| 1Y | +6.4% | +54.0% | -47.6% | -1.0% |
| 3Y | +66.4% | +315.6% | -249.2% | +31.0% |
| 5Y | +75.7% | +74.4% | +1.2% | +42.6% |
| All | +101.5% | +3,319.5% | -3,218.0% | -24.7% |
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