+61.1%
CNP vs SN
+397.9%
-336.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.6% |
| 7D | -4.2% | +7.2% | -11.4% | -4.5% |
| 30D | +5.5% | +20.4% | -14.9% | +4.7% |
| 3M | +0.6% | +23.9% | -23.3% | -0.4% |
| 6M | -2.8% | +93.0% | -95.9% | -5.8% |
| YTD | +7.9% | +99.2% | -91.4% | +4.2% |
| 1Y | +6.7% | +142.6% | -135.9% | +1.9% |
| 3Y | +61.1% | +398.8% | -337.7% | +33.2% |
| All | +61.1% | +397.9% | -336.8% | +33.2% |
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