-3.6%
SMR vs CNP
+62.8%
-66.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.4% | +1.1% | +3.3% | +4.0% |
| 30D | +3.4% | -1.8% | +5.2% | +4.1% |
| 3M | -19.2% | -4.6% | -14.5% | -18.5% |
| 6M | -22.6% | -8.8% | -13.8% | -20.4% |
| YTD | -31.5% | +5.2% | -36.8% | -35.2% |
| 1Y | -73.1% | +8.3% | -81.4% | -75.1% |
| 3Y | +55.0% | +54.9% | +0.1% | +10.9% |
| All | -3.6% | +62.8% | -66.4% | -28.4% |
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