+74.7%
CNP vs SPMO
+118.7%
-44.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +9.8% | -7.3% | +0.6% |
| 30D | +4.0% | -9.2% | +13.2% | +5.8% |
| 3M | +1.6% | -11.0% | +12.6% | +3.7% |
| 6M | -1.7% | -6.6% | +5.0% | -1.5% |
| YTD | +8.6% | +13.3% | -4.7% | +2.9% |
| 1Y | +5.8% | +12.7% | -6.8% | +0.3% |
| 3Y | +63.0% | +127.5% | -64.5% | +10.3% |
| 5Y | +74.7% | +117.4% | -42.7% | +18.6% |
| All | +74.7% | +118.7% | -44.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling