+5.7%
CNP vs STLA
-57.6%
+63.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -4.3% | -6.4% | +2.0% | -4.4% |
| 30D | +5.7% | -1.3% | +7.1% | +5.7% |
| 3M | +0.9% | -19.9% | +20.8% | +0.5% |
| 6M | -1.1% | -42.9% | +41.8% | -1.8% |
| YTD | +8.3% | -59.4% | +67.7% | +7.3% |
| All | +5.7% | -57.6% | +63.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling