+69.9%
CNP vs SPXU
-85.9%
+155.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.7% |
| 7D | +0.7% | +1.3% | -0.6% | +0.8% |
| 30D | -0.1% | +5.1% | -5.2% | +0.6% |
| 3M | -5.6% | -9.1% | +3.5% | -6.6% |
| 6M | -7.5% | -29.6% | +22.1% | -11.3% |
| YTD | +5.5% | -27.7% | +33.2% | +1.7% |
| 1Y | +8.3% | -37.0% | +45.3% | +2.6% |
| 3Y | +51.8% | -80.2% | +131.9% | +23.0% |
| 5Y | +69.9% | -86.0% | +155.9% | +36.2% |
| All | +69.9% | -85.9% | +155.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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