+11.1%
SMR vs CNP
+64.7%
-53.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.1% | +14.8% |
| 7D | +21.4% | +1.6% | +19.7% | +20.6% |
| 30D | +13.8% | -0.8% | +14.6% | +14.1% |
| 3M | +3.9% | -3.6% | +7.5% | +4.6% |
| 6M | -4.2% | -6.9% | +2.7% | -2.3% |
| YTD | -21.1% | +6.4% | -27.5% | -25.7% |
| 1Y | -67.1% | +9.9% | -77.0% | -69.8% |
| 3Y | +88.9% | +53.1% | +35.8% | +36.1% |
| All | +11.1% | +64.7% | -53.6% | -17.8% |
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