+101.7%
SMR vs CNP
+64.0%
+37.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -8.3% | +1.3% | -9.6% | -8.7% |
| 30D | -20.1% | +3.8% | -23.9% | -20.7% |
| 3M | -52.7% | +2.4% | -55.1% | -52.9% |
| 6M | -61.0% | -1.2% | -59.9% | -61.2% |
| YTD | -67.1% | +9.3% | -76.4% | -69.1% |
| 1Y | -79.9% | +6.4% | -86.3% | -80.8% |
| 3Y | +101.7% | +66.4% | +35.4% | +22.2% |
| All | +101.7% | +64.0% | +37.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling