+140.6%
CNP vs SM
+18.2%
+122.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.5% |
| 7D | +2.5% | +10.6% | -8.1% | +1.7% |
| 30D | +4.0% | -15.0% | +19.0% | +5.1% |
| 3M | +1.6% | +1.7% | 0.0% | +1.2% |
| 6M | -1.7% | +5.9% | -7.6% | -2.7% |
| YTD | +8.6% | +79.0% | -70.4% | +3.1% |
| 1Y | +5.8% | +84.7% | -78.9% | +0.1% |
| 3Y | +63.0% | -3.5% | +66.5% | +58.9% |
| 5Y | +74.7% | +4.9% | +69.7% | +65.4% |
| All | +140.6% | +18.2% | +122.4% | +72.2% |
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