+58.4%
CNP vs SUI
+16.8%
+41.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -5.3% | +8.8% | -14.1% | -7.5% |
| 30D | +3.7% | +8.9% | -5.3% | +1.0% |
| 3M | -1.1% | +2.0% | -3.1% | -1.8% |
| 6M | -7.1% | -0.6% | -6.5% | -7.2% |
| YTD | +6.0% | +1.3% | +4.7% | +5.2% |
| 1Y | +5.2% | +1.3% | +3.9% | +4.3% |
| All | +58.4% | +16.8% | +41.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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