+56.7%
CNP vs SN
+389.7%
-333.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | +1.1% | -9.3% | +10.4% | +1.5% |
| 30D | -1.8% | -4.8% | +3.0% | -1.7% |
| 3M | -4.6% | +40.4% | -45.1% | -6.1% |
| 6M | -8.8% | +50.9% | -59.8% | -10.6% |
| YTD | +5.2% | +54.9% | -49.7% | +3.0% |
| 1Y | +8.3% | +43.0% | -34.7% | +6.5% |
| All | +56.7% | +389.7% | -333.0% | +41.4% |
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