+144.1%
CNP vs SW
+189.7%
-45.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.6% | -3.7% |
| 7D | -1.3% | +12.1% | -13.4% | -2.0% |
| 30D | +8.7% | +6.6% | +2.2% | +8.3% |
| 3M | -0.7% | -6.0% | +5.3% | -0.4% |
| 6M | -4.2% | +21.5% | -25.6% | -5.6% |
| YTD | +8.9% | +20.3% | -11.5% | +7.1% |
| 1Y | +8.3% | +28.1% | -19.8% | +6.1% |
| 3Y | +61.8% | +51.6% | +10.2% | +54.8% |
| 5Y | +75.7% | -0.1% | +75.8% | +70.4% |
| 10Y | +144.1% | +189.7% | -45.6% | +118.3% |
| All | +144.1% | +189.7% | -45.6% | +118.3% |
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