+450.7%
CNP vs STLA
+263.8%
+186.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -4.6% | -24.8% | +20.1% | -1.8% |
| 6M | -8.8% | -25.6% | +16.7% | -6.3% |
| YTD | +5.2% | -48.9% | +54.2% | +12.5% |
| 1Y | +8.3% | -38.8% | +47.1% | +12.6% |
| 3Y | +54.9% | -64.5% | +119.4% | +69.1% |
| 5Y | +73.5% | -62.4% | +135.9% | +84.5% |
| 10Y | +139.1% | +55.4% | +83.7% | +115.1% |
| All | +450.7% | +263.8% | +186.9% | +376.2% |
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