+42.5%
CNO vs SPY
+17.2%
+25.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | +1.1% | -1.7% | +2.7% | +1.8% |
| 3M | +11.2% | +4.7% | +6.5% | +8.7% |
| 6M | +36.5% | +12.5% | +24.0% | +26.3% |
| YTD | +31.0% | +11.7% | +19.3% | +21.9% |
| 1Y | +42.5% | +17.5% | +25.0% | +27.5% |
| All | +42.5% | +17.2% | +25.2% | +27.5% |
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