+996.5%
CNP vs SPG
+5,256.9%
-4,260.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -1.8% | -6.8% | +5.0% | +0.1% |
| 3M | -4.6% | +2.7% | -7.3% | -5.4% |
| 6M | -8.8% | +5.5% | -14.3% | -10.3% |
| YTD | +5.2% | +15.7% | -10.5% | +0.9% |
| 1Y | +8.3% | +20.9% | -12.6% | +2.5% |
| 3Y | +54.9% | +112.4% | -57.5% | +24.0% |
| 5Y | +73.5% | +101.4% | -27.8% | +38.4% |
| 10Y | +139.1% | +60.6% | +78.5% | +84.3% |
| All | +996.5% | +5,256.9% | -4,260.5% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling