+132.5%
CNP vs SPMO
+514.3%
-381.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -2.1% | -0.7% | -1.4% | -1.8% |
| 3M | -7.9% | +2.8% | -10.8% | -10.4% |
| 6M | -8.3% | +24.4% | -32.8% | -20.3% |
| YTD | +3.8% | +24.2% | -20.4% | -9.8% |
| 1Y | +5.9% | +24.5% | -18.6% | -8.5% |
| 3Y | +49.3% | +155.6% | -106.3% | -21.7% |
| 5Y | +69.3% | +148.2% | -78.9% | -10.5% |
| All | +132.5% | +514.3% | -381.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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