+194.9%
SO vs CNP
+143.3%
+51.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -0.1% | -3.0% | +2.9% | +1.6% |
| 30D | +8.7% | +6.8% | +1.8% | +4.5% |
| 3M | +3.4% | +3.6% | -0.3% | +1.1% |
| 6M | +3.7% | 0.0% | +3.7% | +3.6% |
| YTD | +10.0% | +9.4% | +0.6% | +4.4% |
| 1Y | +6.6% | +6.8% | -0.2% | +2.5% |
| 3Y | +52.5% | +64.2% | -11.7% | +13.2% |
| 5Y | +76.1% | +76.0% | 0.0% | +25.9% |
| 10Y | +194.9% | +143.3% | +51.6% | +51.7% |
| All | +194.9% | +143.3% | +51.6% | +51.7% |
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