+7.5%
SMR vs CNP
+63.2%
-55.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +13.1% | +0.7% | +12.4% | +12.9% |
| 30D | +17.8% | -0.1% | +17.8% | +17.6% |
| 3M | +8.1% | -5.6% | +13.7% | +10.0% |
| 6M | -11.1% | -7.5% | -3.6% | -9.1% |
| YTD | -23.7% | +5.5% | -29.2% | -27.9% |
| 1Y | -69.4% | +8.3% | -77.8% | -71.7% |
| 3Y | +82.6% | +51.8% | +30.8% | +32.1% |
| All | +7.5% | +63.2% | -55.8% | -20.2% |
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