+228.4%
CNL vs SPY
+76.5%
+151.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.5% | -11.0% | -11.0% |
| 7D | -7.9% | -0.4% | -7.5% | -7.5% |
| 30D | +4.5% | -1.4% | +5.8% | +5.9% |
| 3M | +8.1% | +3.7% | +4.4% | +5.4% |
| 6M | -12.7% | +13.0% | -25.7% | -19.3% |
| YTD | +2.8% | +12.4% | -9.6% | -4.5% |
| 1Y | +13.7% | +18.5% | -4.8% | +3.2% |
| All | +228.4% | +76.5% | +151.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling