+144.0%
CNP vs SM
+10.6%
+133.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.1% | -1.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +5.0% | -17.3% | +22.4% | +6.3% |
| 3M | +2.7% | -3.6% | +6.2% | +2.6% |
| 6M | -1.9% | +2.9% | -4.8% | -2.7% |
| YTD | +8.8% | +70.2% | -61.4% | +3.6% |
| 1Y | +5.6% | +66.5% | -60.9% | +0.7% |
| 3Y | +63.2% | -8.2% | +71.4% | +59.7% |
| 5Y | +73.8% | -1.5% | +75.2% | +65.4% |
| 10Y | +144.0% | +11.9% | +132.1% | +75.6% |
| All | +144.0% | +10.6% | +133.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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