+276.3%
CNO vs SPY
+1,027.7%
-751.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.2% |
| 7D | +1.8% | +3.3% | -1.5% | -3.8% |
| 30D | +7.5% | -2.7% | +10.2% | +11.9% |
| 3M | +6.2% | -1.7% | +7.9% | +8.4% |
| 6M | +25.3% | +3.1% | +22.2% | +16.3% |
| YTD | +36.8% | +11.9% | +24.9% | +9.2% |
| 1Y | +40.1% | +12.0% | +28.1% | +11.4% |
| 3Y | +147.8% | +78.2% | +69.6% | -17.6% |
| 5Y | +156.7% | +73.2% | +83.5% | -15.2% |
| 10Y | +314.6% | +309.6% | +5.0% | -75.0% |
| All | +276.3% | +1,027.7% | -751.3% | -94.1% |
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