+596.7%
CNP vs SPXS
-100.0%
+696.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | +0.1% |
| 7D | +2.5% | -9.5% | +11.9% | +0.1% |
| 30D | +4.0% | +7.4% | -3.3% | +6.1% |
| 3M | +1.6% | +6.1% | -4.5% | +3.6% |
| 6M | -1.7% | -7.3% | +5.6% | -2.7% |
| YTD | +8.6% | -26.7% | +35.4% | +2.1% |
| 1Y | +5.8% | -26.2% | +32.0% | -0.3% |
| 3Y | +63.0% | -80.3% | +143.3% | +15.7% |
| 5Y | +74.7% | -83.4% | +158.1% | +31.5% |
| 10Y | +143.7% | -99.5% | +243.2% | -2.7% |
| All | +596.7% | -100.0% | +696.7% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling