+73.4%
CNP vs STT
+104.1%
-30.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +4.8% | -3.5% | +0.5% |
| 30D | +3.8% | +3.9% | -0.1% | +3.1% |
| 3M | +2.4% | -8.2% | +10.5% | +3.8% |
| 6M | -1.2% | +15.6% | -16.8% | -4.0% |
| YTD | +9.3% | +37.6% | -28.4% | +2.3% |
| 1Y | +6.4% | +50.1% | -43.7% | -2.3% |
| 3Y | +66.4% | +183.1% | -116.7% | +31.7% |
| All | +73.4% | +104.1% | -30.7% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling