+40.9%
CNO vs SPY
+12.1%
+28.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +3.6% | +2.6% | +1.0% | +2.6% |
| 30D | +7.3% | -2.0% | +9.3% | +8.0% |
| 3M | +5.1% | -2.8% | +7.9% | +6.2% |
| 6M | +25.8% | +2.1% | +23.6% | +23.8% |
| YTD | +36.8% | +11.5% | +25.3% | +25.4% |
| 1Y | +40.9% | +13.5% | +27.5% | +27.9% |
| All | +40.9% | +12.1% | +28.9% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling