+78.7%
SO vs CNP
+74.5%
+4.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | +4.7% | +3.8% | +0.9% | +1.9% |
| 3M | +1.7% | +2.4% | -0.7% | -0.1% |
| 6M | +2.2% | -1.2% | +3.3% | +2.8% |
| YTD | +10.0% | +9.3% | +0.7% | +3.4% |
| 1Y | +6.0% | +6.4% | -0.4% | +1.5% |
| 3Y | +54.1% | +66.4% | -12.2% | +6.2% |
| All | +78.7% | +74.5% | +4.2% | +19.5% |
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