+56.7%
CNP vs SM
-7.7%
+64.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.8% | +26.3% | -28.1% | -2.2% |
| 3M | -4.6% | +8.7% | -13.3% | -4.8% |
| 6M | -8.8% | +51.7% | -60.5% | -9.7% |
| YTD | +5.2% | +99.0% | -93.8% | +3.5% |
| 1Y | +8.3% | +34.6% | -26.3% | +7.4% |
| All | +56.7% | -7.7% | +64.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling