+326.8%
CNO vs SPY
+318.9%
+8.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.5% |
| 7D | -2.7% | -2.0% | -0.7% | -0.2% |
| 30D | +1.1% | -1.7% | +2.7% | +3.2% |
| 3M | +11.2% | +4.7% | +6.5% | +4.5% |
| 6M | +36.5% | +12.5% | +24.0% | +16.4% |
| YTD | +31.0% | +11.7% | +19.3% | +12.8% |
| 1Y | +42.5% | +17.5% | +25.0% | +14.5% |
| 3Y | +151.0% | +76.6% | +74.4% | +17.0% |
| 5Y | +162.3% | +82.0% | +80.3% | +14.8% |
| All | +326.8% | +318.9% | +8.0% | -35.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling