+575.0%
CNP vs SPXS
-100.0%
+675.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -1.8% | +0.8% | -2.7% | -1.6% |
| 3M | -4.6% | -4.7% | +0.1% | -5.5% |
| 6M | -8.8% | -29.6% | +20.8% | -15.7% |
| YTD | +5.2% | -29.8% | +35.0% | -2.5% |
| 1Y | +8.3% | -38.9% | +47.2% | -2.7% |
| 3Y | +54.9% | -79.6% | +134.5% | +11.2% |
| 5Y | +73.5% | -85.9% | +159.4% | +25.0% |
| 10Y | +139.1% | -99.5% | +238.7% | -5.6% |
| All | +575.0% | -100.0% | +675.0% | +11.2% |
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