+372.3%
SE vs CNP
+81.9%
+290.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | 0.0% | -3.0% | +3.1% | +0.9% |
| 30D | -19.4% | +6.8% | -26.2% | -21.0% |
| 3M | -33.1% | +3.6% | -36.7% | -33.9% |
| 6M | -11.4% | 0.0% | -11.4% | -12.1% |
| YTD | -39.8% | +9.4% | -49.2% | -42.2% |
| 1Y | -50.5% | +6.8% | -57.3% | -52.1% |
| 3Y | +68.9% | +64.2% | +4.7% | +39.8% |
| 5Y | -77.1% | +76.0% | -153.1% | -81.5% |
| All | +372.3% | +81.9% | +290.4% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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