+143.3%
CNP vs SM
+4.2%
+139.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.0% |
| 7D | -3.0% | -19.5% | +16.5% | -1.6% |
| 30D | +6.8% | -20.2% | +27.1% | +8.5% |
| 3M | +3.6% | -6.5% | +10.1% | +3.9% |
| 6M | 0.0% | +1.6% | -1.6% | -0.7% |
| YTD | +9.4% | +61.2% | -51.8% | +4.6% |
| 1Y | +6.8% | +65.4% | -58.5% | +1.9% |
| 3Y | +64.2% | -13.0% | +77.2% | +61.2% |
| 5Y | +76.0% | -4.3% | +80.3% | +67.9% |
| 10Y | +143.3% | +3.0% | +140.3% | +75.7% |
| All | +143.3% | +4.2% | +139.1% | +75.7% |
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