+73.9%
CNP vs SPG
+74.6%
-0.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.2% | +4.9% | -9.1% | -5.5% |
| 30D | +5.5% | +15.6% | -10.1% | +1.2% |
| 3M | +0.6% | +4.1% | -3.5% | -0.7% |
| 6M | -2.8% | +13.6% | -16.4% | -6.4% |
| YTD | +7.9% | +27.5% | -19.7% | +0.4% |
| 1Y | +6.7% | +32.2% | -25.6% | -1.7% |
| 3Y | +61.1% | +126.0% | -64.9% | +24.2% |
| All | +73.9% | +74.6% | -0.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling