+132.5%
CNP vs SU
+267.2%
-134.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | -2.9% | +8.4% | -11.4% | -4.8% |
| 3M | -7.5% | +12.1% | -19.6% | -10.2% |
| 6M | -7.9% | +19.7% | -27.6% | -12.3% |
| YTD | +3.7% | +58.4% | -54.7% | -7.6% |
| 1Y | +4.6% | +67.2% | -62.6% | -8.2% |
| 3Y | +49.1% | +125.0% | -75.9% | +19.0% |
| 5Y | +69.2% | +355.1% | -285.8% | +5.4% |
| All | +132.5% | +267.2% | -134.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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