+140.6%
CNP vs SPY
+308.5%
-167.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.5% | +3.3% | -0.8% | +0.1% |
| 30D | +4.0% | -2.7% | +6.7% | +5.8% |
| 3M | +1.6% | -1.7% | +3.4% | +2.6% |
| 6M | -1.7% | +3.1% | -4.8% | -4.5% |
| YTD | +8.6% | +11.9% | -3.3% | -1.0% |
| 1Y | +5.8% | +12.0% | -6.2% | -3.8% |
| 3Y | +63.0% | +78.2% | -15.2% | -0.9% |
| 5Y | +74.7% | +73.2% | +1.4% | +7.0% |
| All | +140.6% | +308.5% | -167.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling