+433.1%
CNL vs SPY
+88.4%
+344.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | +27.2% | +0.1% | +27.1% | +27.2% |
| 3M | +6.4% | +2.0% | +4.4% | +5.7% |
| 6M | -11.9% | +13.0% | -24.9% | -16.2% |
| YTD | +14.8% | +13.5% | +1.3% | +9.2% |
| 1Y | +26.1% | +20.0% | +6.2% | +17.9% |
| 3Y | +279.3% | +77.2% | +202.1% | +213.7% |
| 5Y | +595.9% | +81.9% | +514.0% | +376.5% |
| All | +433.1% | +88.4% | +344.7% | +277.1% |
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