+608.4%
CNP vs SPXU
-100.0%
+708.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.3% |
| 7D | -3.0% | +0.5% | -3.5% | -2.7% |
| 30D | +6.8% | +10.9% | -4.1% | +9.9% |
| 3M | +3.6% | +9.6% | -6.0% | +6.5% |
| 6M | 0.0% | -4.7% | +4.7% | -0.5% |
| YTD | +9.4% | -24.6% | +34.0% | +3.3% |
| 1Y | +6.8% | -24.7% | +31.6% | +1.0% |
| 3Y | +64.2% | -80.0% | +144.2% | +15.4% |
| 5Y | +76.0% | -83.5% | +159.5% | +30.9% |
| 10Y | +143.3% | -99.5% | +242.8% | -7.5% |
| All | +608.4% | -100.0% | +708.4% | +24.7% |
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 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