+589.4%
SE vs CNP
+75.0%
+514.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | -2.5% | -1.8% | -0.6% | -2.0% |
| 3M | +21.7% | -4.6% | +26.4% | +22.9% |
| 6M | +27.0% | -8.8% | +35.8% | +29.6% |
| YTD | -12.1% | +5.2% | -17.4% | -14.6% |
| 1Y | -40.9% | +8.3% | -49.2% | -43.2% |
| 3Y | +191.0% | +54.9% | +136.1% | +145.2% |
| 5Y | -68.3% | +73.5% | -141.8% | -74.3% |
| All | +589.4% | +75.0% | +514.3% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling