+9.9%
CNP vs STLA
-40.1%
+50.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.7% |
| 30D | -0.8% | -2.4% | +1.6% | -0.8% |
| 3M | -3.6% | -23.9% | +20.3% | -3.6% |
| 6M | -6.9% | -24.6% | +17.7% | -7.1% |
| YTD | +6.4% | -50.5% | +56.9% | +6.8% |
| 1Y | +9.9% | -39.8% | +49.8% | +9.4% |
| All | +9.9% | -40.1% | +50.1% | +9.4% |
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