+47.4%
CNP vs SN
+681.9%
-634.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.3% |
| 7D | -4.3% | +7.6% | -12.0% | -4.6% |
| 30D | +5.7% | +24.1% | -18.3% | +4.9% |
| 3M | +0.9% | +23.7% | -22.8% | +0.1% |
| 6M | -1.1% | +105.5% | -106.6% | -3.9% |
| YTD | +8.3% | +105.1% | -96.8% | +5.0% |
| 1Y | +5.9% | +148.3% | -142.4% | +1.8% |
| 3Y | +64.6% | +438.7% | -374.0% | +49.9% |
| All | +47.4% | +681.9% | -634.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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