+143.3%
CNP vs SPY
+304.1%
-160.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +6.8% | -3.7% | +10.5% | +9.5% |
| 3M | +3.6% | -2.7% | +6.4% | +5.4% |
| 6M | 0.0% | +2.2% | -2.2% | -2.2% |
| YTD | +9.4% | +10.8% | -1.4% | +0.4% |
| 1Y | +6.8% | +11.2% | -4.4% | -2.4% |
| 3Y | +64.2% | +76.5% | -12.3% | +0.4% |
| 5Y | +76.0% | +72.9% | +3.1% | +7.7% |
| 10Y | +143.3% | +304.8% | -161.5% | -28.7% |
| All | +143.3% | +304.1% | -160.8% | -28.7% |
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