+65.4%
CNP vs STT
+183.0%
-117.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.5% | +5.1% | -2.7% | +1.8% |
| 30D | +4.0% | -0.2% | +4.3% | +4.0% |
| 3M | +1.6% | -8.1% | +9.8% | +2.6% |
| 6M | -1.7% | +16.6% | -18.3% | -4.0% |
| YTD | +8.6% | +37.8% | -29.2% | +3.0% |
| 1Y | +5.8% | +46.8% | -41.0% | -1.1% |
| All | +65.4% | +183.0% | -117.6% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling