+464.4%
CNP vs STLA
+189.9%
+274.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -4.2% | -4.5% | +0.3% | -3.7% |
| 30D | +5.5% | -3.9% | +9.4% | +5.8% |
| 3M | +0.6% | -20.2% | +20.8% | +2.7% |
| 6M | -2.8% | -42.2% | +39.3% | +2.7% |
| YTD | +7.9% | -59.3% | +67.2% | +18.0% |
| 1Y | +6.7% | -56.1% | +62.7% | +15.3% |
| 3Y | +61.1% | -73.7% | +134.8% | +81.8% |
| 5Y | +73.0% | -70.3% | +143.3% | +88.5% |
| 10Y | +141.9% | +23.1% | +118.8% | +122.8% |
| All | +464.4% | +189.9% | +274.6% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling