+1,078.4%
CNP vs SM
+1,608.3%
-529.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.8% | +26.3% | -28.1% | -4.1% |
| 3M | -4.6% | +8.7% | -13.3% | -5.8% |
| 6M | -8.8% | +51.7% | -60.5% | -13.2% |
| YTD | +5.2% | +99.0% | -93.8% | -2.5% |
| 1Y | +8.3% | +34.6% | -26.3% | +3.8% |
| 3Y | +54.9% | -7.8% | +62.6% | +50.6% |
| 5Y | +73.5% | +104.8% | -31.3% | +50.7% |
| 10Y | +139.1% | +7.2% | +131.9% | +74.2% |
| All | +1,078.4% | +1,608.3% | -529.9% | +522.1% |
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