+143.3%
CNP vs SMTC
+334.8%
-191.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | -3.0% | -10.9% | +7.9% | -2.3% |
| 30D | +6.8% | -39.4% | +46.2% | +11.2% |
| 3M | +3.6% | -13.5% | +17.2% | +3.6% |
| 6M | 0.0% | -6.8% | +6.8% | -2.3% |
| YTD | +9.4% | +54.0% | -44.6% | 0.0% |
| 1Y | +6.8% | +50.8% | -43.9% | -2.4% |
| 3Y | +64.2% | +677.3% | -613.2% | +5.0% |
| 5Y | +76.0% | +28.7% | +47.3% | +56.2% |
| 10Y | +143.3% | +339.9% | -196.6% | +63.4% |
| All | +143.3% | +334.8% | -191.5% | +63.4% |
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