+5,976.4%
SO vs CNP
+1,826.3%
+4,150.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -4.6% | -1.8% | -2.8% | -4.0% |
| 3M | -3.0% | -4.6% | +1.6% | -1.6% |
| 6M | -8.3% | -8.8% | +0.6% | -5.5% |
| YTD | +3.5% | +5.2% | -1.7% | +2.0% |
| 1Y | -0.9% | +8.3% | -9.2% | -3.2% |
| 3Y | +45.4% | +54.9% | -9.5% | +27.3% |
| 5Y | +59.6% | +73.5% | -13.9% | +35.7% |
| 10Y | +156.6% | +139.1% | +17.5% | +95.3% |
| All | +5,976.4% | +1,826.3% | +4,150.0% | +1,887.9% |
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