+5.8%
CNP vs SM
+78.0%
-72.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.2% |
| 7D | +2.5% | +10.6% | -8.1% | +2.2% |
| 30D | +4.0% | -15.0% | +19.0% | +4.2% |
| 3M | +1.6% | +1.7% | 0.0% | +1.7% |
| 6M | -1.7% | +5.9% | -7.6% | -1.8% |
| YTD | +8.6% | +79.0% | -70.4% | +6.1% |
| 1Y | +5.8% | +84.7% | -78.9% | +3.3% |
| All | +5.8% | +78.0% | -72.1% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling