+326.2%
CNA vs SPY
+3,091.8%
-2,765.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +16.2% | +2.0% | +14.2% | +13.2% |
| 6M | +1.0% | +13.0% | -12.0% | -11.0% |
| YTD | +9.0% | +13.5% | -4.5% | -4.6% |
| 1Y | +7.4% | +20.0% | -12.6% | -11.2% |
| 3Y | +56.0% | +77.2% | -21.2% | -14.1% |
| 5Y | +61.9% | +81.9% | -20.0% | -15.4% |
| 10Y | +199.3% | +314.1% | -114.8% | -31.7% |
| All | +326.2% | +3,091.8% | -2,765.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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