+139.9%
CNP vs SM
+16.0%
+124.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -0.1% | +20.3% | -20.3% | -1.4% |
| 3M | -5.6% | +22.9% | -28.5% | -7.2% |
| 6M | -7.5% | +47.8% | -55.3% | -10.6% |
| YTD | +5.5% | +107.5% | -102.0% | -0.7% |
| 1Y | +8.3% | +51.7% | -43.4% | +4.1% |
| 3Y | +51.8% | -0.9% | +52.6% | +48.0% |
| 5Y | +69.9% | +112.2% | -42.4% | +52.4% |
| 10Y | +139.9% | +20.3% | +119.6% | +72.6% |
| All | +139.9% | +16.0% | +124.0% | +72.6% |
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