+132.3%
CNP vs STLA
+51.8%
+80.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +1.1% | +2.6% | -1.5% | +0.7% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -4.6% | -24.8% | +20.1% | -0.5% |
| 6M | -8.8% | -25.6% | +16.7% | -5.2% |
| YTD | +5.2% | -48.9% | +54.2% | +16.0% |
| 1Y | +8.3% | -38.8% | +47.1% | +14.4% |
| 3Y | +54.9% | -64.5% | +119.4% | +76.5% |
| 5Y | +73.5% | -62.4% | +135.9% | +88.8% |
| All | +132.3% | +51.8% | +80.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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