+326.9%
CNA vs SPY
+3,034.0%
-2,707.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +2.6% | +2.6% | 0.0% | +0.1% |
| 30D | +2.8% | -2.0% | +4.8% | +4.3% |
| 3M | -4.2% | -2.8% | -1.4% | -2.1% |
| 6M | +16.2% | +2.1% | +14.1% | +12.5% |
| YTD | +9.2% | +11.5% | -2.3% | -3.2% |
| 1Y | +14.0% | +13.5% | +0.6% | -0.7% |
| 3Y | +56.7% | +77.7% | -21.0% | -14.2% |
| 5Y | +57.1% | +72.6% | -15.5% | -13.9% |
| 10Y | +164.0% | +308.2% | -144.1% | -39.2% |
| All | +326.9% | +3,034.0% | -2,707.0% | -81.5% |
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