+139.9%
CNP vs SPY
+312.5%
-172.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.7% | -0.4% | +1.0% | +0.9% |
| 30D | -0.1% | -1.4% | +1.3% | +0.9% |
| 3M | -5.6% | +3.7% | -9.3% | -8.4% |
| 6M | -7.5% | +13.0% | -20.5% | -15.9% |
| YTD | +5.5% | +12.4% | -6.9% | -3.9% |
| 1Y | +8.3% | +18.5% | -10.2% | -5.5% |
| 3Y | +51.8% | +77.6% | -25.9% | -7.4% |
| 5Y | +69.9% | +81.7% | -11.8% | -0.6% |
| 10Y | +139.9% | +319.7% | -179.7% | -33.1% |
| All | +139.9% | +312.5% | -172.6% | -33.1% |
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