+140.3%
CWEN vs SPY
+337.0%
-196.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +3.6% | +0.1% | +3.6% | +3.5% |
| 3M | -20.0% | +2.0% | -22.0% | -21.3% |
| 6M | -13.5% | +13.0% | -26.5% | -21.5% |
| YTD | -0.6% | +13.5% | -14.1% | -10.2% |
| 1Y | +16.7% | +20.0% | -3.2% | +0.9% |
| 3Y | +54.2% | +77.2% | -23.0% | -4.6% |
| 5Y | +30.7% | +81.9% | -51.2% | -21.6% |
| 10Y | +210.9% | +314.1% | -103.2% | -16.8% |
| All | +140.3% | +337.0% | -196.6% | -42.9% |
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