+61.1%
CNP vs SPY
+75.1%
-13.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.2% | -2.7% | -1.5% | -3.8% |
| 30D | +5.5% | -5.4% | +10.9% | +6.3% |
| 3M | +0.6% | -4.1% | +4.7% | +1.1% |
| 6M | -2.8% | +0.7% | -3.5% | -3.1% |
| YTD | +7.9% | +8.7% | -0.8% | +6.0% |
| 1Y | +6.7% | +10.9% | -4.2% | +4.3% |
| 3Y | +61.1% | +75.0% | -13.9% | +18.4% |
| All | +61.1% | +75.1% | -13.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling