+230.3%
CNP vs SPYG
+564.9%
-334.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -4.6% | +0.5% | -5.2% | -5.4% |
| 6M | -8.8% | +17.5% | -26.3% | -16.5% |
| YTD | +5.2% | +14.3% | -9.1% | -2.5% |
| 1Y | +8.3% | +21.7% | -13.4% | -3.0% |
| 3Y | +54.9% | +98.6% | -43.7% | +5.1% |
| 5Y | +73.5% | +85.1% | -11.6% | +19.4% |
| 10Y | +139.1% | +412.0% | -272.9% | -1.9% |
| All | +230.3% | +564.9% | -334.5% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling