+139.8%
CNP vs STT
+211.9%
-72.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.6% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | +5.7% | -2.3% | +8.1% | +6.3% |
| 3M | +0.9% | -7.0% | +7.9% | +2.9% |
| 6M | -1.1% | +15.5% | -16.5% | -6.0% |
| YTD | +8.3% | +35.6% | -27.3% | -3.0% |
| 1Y | +5.9% | +47.9% | -42.0% | -7.9% |
| 3Y | +64.6% | +181.1% | -116.5% | +13.0% |
| 5Y | +74.6% | +108.2% | -33.6% | +27.7% |
| 10Y | +139.8% | +201.0% | -61.1% | +36.7% |
| All | +139.8% | +211.9% | -72.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling