+65.6%
CNP vs SN
+441.3%
-375.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.1% | +3.5% | -3.6% | -0.2% |
| 30D | +5.0% | +19.4% | -14.4% | +4.3% |
| 3M | +2.7% | +20.9% | -18.3% | +1.8% |
| 6M | -1.9% | +111.1% | -113.0% | -5.2% |
| YTD | +8.8% | +102.8% | -94.0% | +5.1% |
| 1Y | +5.6% | +146.2% | -140.5% | +1.0% |
| All | +65.6% | +441.3% | -375.7% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling