+207.3%
CNP vs SPMO
+572.4%
-365.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.1% |
| 30D | -1.8% | -0.4% | -1.5% | -1.8% |
| 3M | -4.6% | -1.9% | -2.8% | -5.1% |
| 6M | -8.8% | +25.0% | -33.9% | -20.5% |
| YTD | +5.2% | +26.0% | -20.8% | -8.8% |
| 1Y | +8.3% | +28.7% | -20.4% | -7.6% |
| 3Y | +54.9% | +160.9% | -106.0% | -17.9% |
| 5Y | +73.5% | +147.9% | -74.4% | -6.0% |
| 10Y | +139.1% | +518.9% | -379.8% | -17.2% |
| All | +207.3% | +572.4% | -365.1% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling