+134.8%
CNP vs STT
+204.5%
-69.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | +5.5% | -5.0% | +10.5% | +7.0% |
| 3M | +0.6% | -10.5% | +11.0% | +3.8% |
| 6M | -2.8% | +10.0% | -12.9% | -6.3% |
| YTD | +7.9% | +30.7% | -22.8% | -2.2% |
| 1Y | +6.7% | +43.8% | -37.1% | -6.4% |
| 3Y | +61.1% | +168.1% | -106.9% | +12.5% |
| 5Y | +73.0% | +101.4% | -28.4% | +28.0% |
| All | +134.8% | +204.5% | -69.7% | +39.4% |
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