+73.4%
CNP vs SPG
+84.0%
-10.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.3% | +2.0% | -0.7% | +0.7% |
| 30D | +3.8% | +17.2% | -13.4% | -0.8% |
| 3M | +2.4% | +6.3% | -4.0% | +0.5% |
| 6M | -1.2% | +18.7% | -19.9% | -5.9% |
| YTD | +9.3% | +30.1% | -20.8% | +1.2% |
| 1Y | +6.4% | +32.8% | -26.3% | -2.0% |
| 3Y | +66.4% | +133.6% | -67.2% | +26.9% |
| All | +73.4% | +84.0% | -10.6% | +36.3% |
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