+278.6%
CNO vs SPY
+1,017.0%
-738.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +1.3% |
| 30D | +9.0% | -3.7% | +12.7% | +15.6% |
| 3M | +4.8% | -2.7% | +7.6% | +9.0% |
| 6M | +26.4% | +2.2% | +24.3% | +19.2% |
| YTD | +37.6% | +10.8% | +26.7% | +11.7% |
| 1Y | +43.4% | +11.2% | +32.2% | +15.4% |
| 3Y | +149.2% | +76.5% | +72.7% | -15.7% |
| 5Y | +159.2% | +72.9% | +86.2% | -14.2% |
| 10Y | +329.6% | +304.8% | +24.8% | -73.5% |
| All | +278.6% | +1,017.0% | -738.4% | -94.0% |
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