+36.6%
CNOBP vs SPY
+83.5%
-47.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +1.4% | -1.1% | +2.5% | +1.8% |
| 3M | +2.9% | +3.9% | -0.9% | +1.5% |
| 6M | +6.7% | +13.6% | -6.9% | +2.0% |
| YTD | +7.7% | +12.7% | -5.0% | +3.1% |
| 1Y | +13.3% | +17.5% | -4.2% | +6.7% |
| 3Y | +74.3% | +76.9% | -2.6% | +37.2% |
| 5Y | +33.4% | +83.6% | -50.1% | +0.5% |
| All | +36.6% | +83.5% | -47.0% | +2.9% |
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 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