+130.8%
CNP vs SW
+185.4%
-54.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -5.3% | +4.7% | -10.0% | -5.6% |
| 30D | +3.7% | +5.0% | -1.3% | +3.3% |
| 3M | -1.1% | -7.3% | +6.2% | -0.7% |
| 6M | -7.1% | +15.0% | -22.1% | -8.2% |
| YTD | +6.0% | +18.5% | -12.5% | +4.4% |
| 1Y | +5.2% | +27.1% | -21.9% | +3.0% |
| 3Y | +57.5% | +49.3% | +8.2% | +50.9% |
| 5Y | +70.0% | -1.6% | +71.7% | +65.0% |
| All | +130.8% | +185.4% | -54.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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