+1,107.8%
CNP vs SM
+1,302.7%
-194.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -4.2% | -25.9% | +21.7% | -1.5% |
| 30D | +5.5% | -15.1% | +20.6% | +7.0% |
| 3M | +0.6% | +4.9% | -4.3% | -0.3% |
| 6M | -2.8% | +6.1% | -9.0% | -4.2% |
| YTD | +7.9% | +63.4% | -55.6% | +1.5% |
| 1Y | +6.7% | +72.5% | -65.8% | -0.3% |
| 3Y | +61.1% | -16.9% | +78.0% | +58.0% |
| 5Y | +73.0% | -10.6% | +83.6% | +63.3% |
| 10Y | +141.9% | +11.3% | +130.6% | +74.7% |
| All | +1,107.8% | +1,302.7% | -194.8% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling