+74.4%
CNP vs STLA
-62.4%
+136.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +1.1% | +2.6% | -1.5% | +0.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -4.6% | -24.8% | +20.1% | -3.0% |
| 6M | -8.8% | -25.6% | +16.7% | -7.4% |
| YTD | +5.2% | -48.9% | +54.2% | +9.6% |
| 1Y | +8.3% | -38.8% | +47.1% | +10.7% |
| 3Y | +54.9% | -64.5% | +119.4% | +65.0% |
| All | +74.4% | -62.4% | +136.8% | +75.3% |
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