+449.6%
CNL vs SPY
+72.1%
+377.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -7.2% | +2.6% | -9.8% | -8.4% |
| 30D | +14.3% | -2.0% | +16.2% | +15.4% |
| 3M | -14.5% | -2.8% | -11.7% | -13.1% |
| 6M | -31.3% | +2.1% | -33.4% | -31.4% |
| YTD | -14.9% | +11.5% | -26.4% | -17.5% |
| 1Y | +20.9% | +13.5% | +7.5% | +16.8% |
| 3Y | +328.3% | +77.7% | +250.6% | +282.6% |
| All | +449.6% | +72.1% | +377.5% | +379.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling