+1,888.4%
CNP vs SMTC
+48,322.4%
-46,434.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -3.0% | -10.9% | +7.9% | -2.7% |
| 30D | +6.8% | -39.4% | +46.2% | +9.0% |
| 3M | +3.6% | -13.5% | +17.2% | +3.7% |
| 6M | 0.0% | -6.8% | +6.8% | -0.9% |
| YTD | +9.4% | +54.0% | -44.6% | +5.3% |
| 1Y | +6.8% | +50.8% | -43.9% | +2.9% |
| 3Y | +64.2% | +677.3% | -613.2% | +41.3% |
| 5Y | +76.0% | +28.7% | +47.3% | +63.8% |
| 10Y | +143.3% | +339.9% | -196.6% | +112.2% |
| All | +1,888.4% | +48,322.4% | -46,434.0% | +1,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling