+804.5%
CNP vs SNY
+242.6%
+562.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.7% | -3.6% | +4.3% | +1.9% |
| 30D | -0.1% | -1.4% | +1.4% | +0.3% |
| 3M | -5.6% | -4.2% | -1.4% | -4.5% |
| 6M | -7.5% | +2.0% | -9.5% | -8.5% |
| YTD | +5.5% | -6.7% | +12.2% | +7.3% |
| 1Y | +8.3% | -4.7% | +13.0% | +8.9% |
| 3Y | +51.8% | -8.1% | +59.9% | +50.1% |
| 5Y | +69.9% | +8.2% | +61.7% | +55.6% |
| 10Y | +139.9% | +64.8% | +75.1% | +85.2% |
| All | +804.5% | +242.6% | +562.0% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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