+6,268.1%
SO vs CNP
+1,874.4%
+4,393.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -1.5% | -4.2% | +2.7% | -0.2% |
| 30D | +8.1% | +5.5% | +2.5% | +6.3% |
| 3M | +0.2% | +0.6% | -0.4% | 0.0% |
| 6M | +0.4% | -2.8% | +3.2% | +1.3% |
| YTD | +8.5% | +7.9% | +0.6% | +6.1% |
| 1Y | +4.9% | +6.7% | -1.7% | +3.0% |
| 3Y | +47.9% | +61.1% | -13.2% | +27.9% |
| 5Y | +75.7% | +73.0% | +2.7% | +49.5% |
| 10Y | +178.0% | +141.9% | +36.1% | +110.6% |
| All | +6,268.1% | +1,874.4% | +4,393.7% | +1,967.4% |
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