+303.3%
CNO vs SPY
+307.0%
-3.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +3.6% | +2.6% | +1.0% | +0.4% |
| 30D | +7.3% | -2.0% | +9.3% | +9.6% |
| 3M | +5.1% | -2.8% | +7.9% | +8.3% |
| 6M | +25.8% | +2.1% | +23.6% | +20.9% |
| YTD | +36.8% | +11.5% | +25.3% | +17.4% |
| 1Y | +40.9% | +13.5% | +27.5% | +18.1% |
| 3Y | +150.1% | +77.7% | +72.4% | +14.8% |
| 5Y | +156.8% | +72.6% | +84.2% | +21.2% |
| All | +303.3% | +307.0% | -3.7% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling