+74.4%
CNP vs SM
+107.8%
-33.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -4.6% | +8.7% | -13.3% | -5.2% |
| 6M | -8.8% | +51.7% | -60.5% | -11.2% |
| YTD | +5.2% | +99.0% | -93.8% | +0.8% |
| 1Y | +8.3% | +34.6% | -26.3% | +5.9% |
| 3Y | +54.9% | -7.8% | +62.6% | +53.0% |
| All | +74.4% | +107.8% | -33.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling