+581.4%
CNP vs SPXU
-100.0%
+681.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -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% | -15.8% |
| YTD | +5.2% | -29.9% | +35.1% | -2.8% |
| 1Y | +8.3% | -39.1% | +47.4% | -3.1% |
| 3Y | +54.9% | -80.0% | +134.9% | +9.3% |
| 5Y | +73.5% | -86.0% | +159.5% | +23.2% |
| 10Y | +139.1% | -99.5% | +238.6% | -10.9% |
| All | +581.4% | -100.0% | +681.4% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling