+139.9%
CNP vs SMTC
+504.7%
-364.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.7% | +22.5% | -21.8% | -1.4% |
| 30D | -0.1% | +24.9% | -24.9% | -2.6% |
| 3M | -5.6% | +4.1% | -9.7% | -7.1% |
| 6M | -7.5% | +92.6% | -100.0% | -15.8% |
| YTD | +5.5% | +122.5% | -117.0% | -6.0% |
| 1Y | +8.3% | +166.2% | -157.9% | -6.2% |
| 3Y | +51.8% | +577.2% | -525.4% | +3.0% |
| 5Y | +69.9% | +119.0% | -49.1% | +40.3% |
| 10Y | +139.9% | +527.9% | -387.9% | +44.4% |
| All | +139.9% | +504.7% | -364.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling