+76.0%
CNP vs SPXU
-83.3%
+159.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.2% |
| 7D | -3.0% | +0.5% | -3.5% | -2.8% |
| 30D | +6.8% | +10.9% | -4.1% | +8.4% |
| 3M | +3.6% | +9.6% | -6.0% | +5.1% |
| 6M | 0.0% | -4.7% | +4.7% | -0.2% |
| YTD | +9.4% | -24.6% | +34.0% | +6.2% |
| 1Y | +6.8% | -24.7% | +31.6% | +3.8% |
| 3Y | +64.2% | -80.0% | +144.2% | +32.5% |
| 5Y | +76.0% | -83.5% | +159.5% | +44.7% |
| All | +76.0% | -83.3% | +159.3% | +44.7% |
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