+383.4%
CNP vs SW
+755.0%
-371.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | +1.1% | -5.1% | +6.2% | +1.3% |
| 30D | -1.8% | -4.6% | +2.8% | -1.7% |
| 3M | -4.6% | +9.4% | -14.0% | -5.0% |
| 6M | -8.8% | +3.5% | -12.4% | -9.1% |
| YTD | +5.2% | +22.0% | -16.8% | +4.3% |
| 1Y | +8.3% | +2.2% | +6.1% | +7.9% |
| 3Y | +54.9% | +19.6% | +35.3% | +52.8% |
| 5Y | +73.5% | -2.3% | +75.8% | +70.8% |
| 10Y | +139.1% | +181.4% | -42.2% | +127.4% |
| All | +383.4% | +755.0% | -371.6% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling