+20.2%
SGOV vs CNP
+67.8%
-47.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -1.4% | +1.5% | 0.0% |
| 30D | +0.3% | -2.9% | +3.2% | +0.3% |
| 3M | +0.9% | -7.5% | +8.5% | +0.9% |
| 6M | +1.8% | -7.9% | +9.7% | +1.8% |
| YTD | +2.5% | +3.7% | -1.2% | +2.5% |
| 1Y | +3.8% | +4.6% | -0.8% | +3.8% |
| 3Y | +14.4% | +49.1% | -34.8% | +14.4% |
| All | +20.2% | +67.8% | -47.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling