+70.0%
CNP vs SUI
-25.7%
+95.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -5.3% | +8.8% | -14.1% | -8.0% |
| 30D | +3.7% | +8.9% | -5.3% | +0.5% |
| 3M | -1.1% | +2.0% | -3.1% | -2.1% |
| 6M | -7.1% | -0.6% | -6.5% | -7.3% |
| YTD | +6.0% | +1.3% | +4.7% | +4.9% |
| 1Y | +5.2% | +1.3% | +3.9% | +4.1% |
| 3Y | +57.5% | +16.3% | +41.3% | +45.2% |
| 5Y | +70.0% | -25.1% | +95.1% | +83.0% |
| All | +70.0% | -25.7% | +95.7% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling