+66.4%
CNP vs SM
-3.9%
+70.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +9.4% | -8.1% | +1.1% |
| 30D | +3.8% | -14.4% | +18.2% | +4.0% |
| 3M | +2.4% | +1.6% | +0.8% | +2.3% |
| 6M | -1.2% | +6.3% | -7.5% | -1.4% |
| YTD | +9.3% | +78.8% | -69.5% | +7.9% |
| 1Y | +6.4% | +83.1% | -76.7% | +5.0% |
| 3Y | +66.4% | -5.9% | +72.3% | +60.4% |
| All | +66.4% | -3.9% | +70.3% | +60.4% |
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