+132.5%
CNP vs SPYG
+424.6%
-292.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -2.9% | -1.5% | -1.4% | -2.3% |
| 3M | -7.5% | +3.7% | -11.3% | -9.6% |
| 6M | -7.9% | +16.4% | -24.3% | -15.5% |
| YTD | +3.7% | +13.3% | -9.6% | -3.7% |
| 1Y | +4.6% | +17.9% | -13.3% | -5.3% |
| 3Y | +49.1% | +98.3% | -49.2% | -4.3% |
| 5Y | +69.2% | +86.4% | -17.2% | +10.1% |
| All | +132.5% | +424.6% | -292.1% | -30.0% |
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