+1,834.4%
CNP vs SU
+60,758.6%
-58,924.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +1.6% | -1.0% | +2.6% | +1.6% |
| 30D | -0.8% | +13.7% | -14.5% | -0.8% |
| 3M | -3.6% | +8.0% | -11.6% | -3.6% |
| 6M | -6.9% | +21.0% | -28.0% | -7.0% |
| YTD | +6.4% | +56.2% | -49.8% | +6.4% |
| 1Y | +9.9% | +72.2% | -62.3% | +9.9% |
| 3Y | +53.1% | +118.1% | -65.0% | +53.0% |
| 5Y | +72.0% | +350.3% | -278.4% | +71.8% |
| 10Y | +131.5% | +248.5% | -117.0% | +131.3% |
| All | +1,834.4% | +60,758.6% | -58,924.2% | +1,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling