+139.8%
CNP vs SM
+4.9%
+134.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -4.3% | -22.3% | +18.0% | -2.6% |
| 30D | +5.7% | -21.4% | +27.1% | +7.4% |
| 3M | +0.9% | +1.4% | -0.4% | +0.5% |
| 6M | -1.1% | +0.1% | -1.2% | -1.7% |
| YTD | +8.3% | +59.0% | -50.7% | +3.6% |
| 1Y | +5.9% | +64.3% | -58.4% | +1.0% |
| 3Y | +64.6% | -13.1% | +77.8% | +61.7% |
| 5Y | +74.6% | -13.9% | +88.5% | +67.8% |
| 10Y | +139.8% | +1.7% | +138.2% | +73.5% |
| All | +139.8% | +4.9% | +134.9% | +73.5% |
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