+132.5%
CNP vs SPXS
-99.5%
+232.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.2% |
| 7D | -2.2% | +6.4% | -8.5% | -0.7% |
| 30D | -2.1% | +6.0% | -8.0% | -0.6% |
| 3M | -7.9% | -11.6% | +3.7% | -10.4% |
| 6M | -8.3% | -28.7% | +20.4% | -15.0% |
| YTD | +3.8% | -26.3% | +30.1% | -2.8% |
| 1Y | +5.9% | -34.9% | +40.8% | -3.6% |
| 3Y | +49.3% | -79.5% | +128.7% | +5.4% |
| 5Y | +69.3% | -85.9% | +155.2% | +19.6% |
| All | +132.5% | -99.5% | +232.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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