+74.6%
CNP vs STLD
+269.6%
-195.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -4.3% | -9.7% | +5.4% | -3.7% |
| 30D | +5.7% | -4.5% | +10.3% | +6.0% |
| 3M | +0.9% | -13.1% | +14.0% | +1.8% |
| 6M | -1.1% | -2.8% | +1.7% | -1.1% |
| YTD | +8.3% | +35.3% | -27.1% | +5.3% |
| 1Y | +5.9% | +51.4% | -45.5% | +2.1% |
| 3Y | +64.6% | +117.9% | -53.3% | +51.0% |
| 5Y | +74.6% | +272.6% | -198.0% | +48.5% |
| All | +74.6% | +269.6% | -195.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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