+73.9%
CNP vs STLA
-70.1%
+144.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -4.2% | -4.5% | +0.3% | -3.9% |
| 30D | +5.5% | -3.9% | +9.4% | +5.7% |
| 3M | +0.6% | -20.2% | +20.8% | +1.8% |
| 6M | -2.8% | -42.2% | +39.3% | +0.3% |
| YTD | +7.9% | -59.3% | +67.2% | +13.8% |
| 1Y | +6.7% | -56.1% | +62.7% | +11.7% |
| 3Y | +61.1% | -73.7% | +134.8% | +76.1% |
| All | +73.9% | -70.1% | +144.0% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling