-52.1%
SMR vs CNP
+68.1%
-120.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | +10.3% | +2.5% | +7.8% | +9.2% |
| 30D | -25.7% | +4.0% | -29.8% | -26.8% |
| 3M | -49.7% | +1.6% | -51.4% | -50.0% |
| 6M | -59.8% | -1.7% | -58.1% | -59.9% |
| YTD | -66.0% | +8.6% | -74.6% | -68.2% |
| 1Y | -81.4% | +5.8% | -87.2% | -82.4% |
| 3Y | +130.6% | +63.0% | +67.6% | +60.8% |
| All | -52.1% | +68.1% | -120.2% | -64.8% |
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 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