+51.7%
CNP vs SPYG
+98.4%
-46.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.7% | +0.3% | +0.3% | +0.7% |
| 30D | -0.1% | -1.7% | +1.6% | 0.0% |
| 3M | -5.6% | +3.6% | -9.3% | -5.7% |
| 6M | -7.5% | +16.6% | -24.1% | -8.3% |
| YTD | +5.5% | +13.4% | -7.9% | +4.8% |
| 1Y | +8.3% | +19.6% | -11.2% | +7.0% |
| All | +51.7% | +98.4% | -46.8% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling