+65.4%
CNP vs STLA
-76.9%
+142.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | 0.0% |
| 7D | +2.5% | -13.1% | +15.5% | +2.6% |
| 30D | +4.0% | -13.3% | +17.3% | +4.2% |
| 3M | +1.6% | -27.9% | +29.5% | +2.0% |
| 6M | -1.7% | -47.8% | +46.2% | -0.8% |
| YTD | +8.6% | -64.6% | +73.2% | +10.6% |
| 1Y | +5.8% | -64.0% | +69.8% | +7.6% |
| All | +65.4% | -76.9% | +142.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling