+142.0%
CNP vs SPYG
+393.2%
-251.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +1.3% | +2.3% | -1.0% | +0.2% |
| 30D | +3.8% | -6.5% | +10.3% | +6.9% |
| 3M | +2.4% | -6.8% | +9.2% | +5.5% |
| 6M | -1.2% | -3.1% | +2.0% | -0.6% |
| YTD | +9.3% | +8.0% | +1.3% | +3.4% |
| 1Y | +6.4% | +10.2% | -3.8% | -0.5% |
| 3Y | +66.4% | +91.0% | -24.6% | +8.3% |
| 5Y | +75.7% | +67.7% | +7.9% | +22.5% |
| All | +142.0% | +393.2% | -251.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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