+1,023.8%
CNP vs SPG
+5,805.1%
-4,781.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +0.6% | +4.1% | -3.5% | -0.6% |
| 6M | -2.8% | +13.6% | -16.4% | -6.3% |
| YTD | +7.9% | +27.5% | -19.7% | +0.6% |
| 1Y | +6.7% | +32.2% | -25.6% | -1.5% |
| 3Y | +61.1% | +126.0% | -64.9% | +26.8% |
| 5Y | +73.0% | +74.7% | -1.8% | +43.6% |
| 10Y | +141.9% | +112.8% | +29.0% | +73.3% |
| All | +1,023.8% | +5,805.1% | -4,781.3% | +273.7% |
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