+139.8%
CNP vs SPG
+117.3%
+22.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | -4.3% | +5.1% | -9.4% | -5.8% |
| 30D | +5.7% | +16.8% | -11.1% | +0.6% |
| 3M | +0.9% | +5.7% | -4.7% | -0.9% |
| 6M | -1.1% | +17.8% | -18.9% | -6.2% |
| YTD | +8.3% | +30.1% | -21.8% | -0.7% |
| 1Y | +5.9% | +32.8% | -26.9% | -3.5% |
| 3Y | +64.6% | +137.2% | -72.6% | +22.5% |
| 5Y | +74.6% | +81.5% | -6.9% | +38.7% |
| 10Y | +139.8% | +116.5% | +23.3% | +71.4% |
| All | +139.8% | +117.3% | +22.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling