+1,046.8%
CNP vs SPY
+3,091.8%
-2,044.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | -4.6% | +2.0% | -6.6% | -6.2% |
| 6M | -8.8% | +13.0% | -21.9% | -16.3% |
| YTD | +5.2% | +13.5% | -8.3% | -3.8% |
| 1Y | +8.3% | +20.0% | -11.7% | -4.6% |
| 3Y | +54.9% | +77.2% | -22.3% | +3.3% |
| 5Y | +73.5% | +81.9% | -8.4% | +12.0% |
| 10Y | +139.1% | +314.1% | -174.9% | -7.7% |
| All | +1,046.8% | +3,091.8% | -2,044.9% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling