-22.9%
SPOT vs CNP
+7.2%
-30.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | -0.9% | +1.1% | -2.0% | -0.8% |
| 30D | +12.5% | -1.8% | +14.3% | +12.2% |
| 3M | +9.9% | -4.6% | +14.5% | +9.4% |
| 6M | +1.6% | -8.8% | +10.4% | +0.4% |
| YTD | -6.6% | +5.2% | -11.8% | -3.3% |
| 1Y | -22.9% | +8.3% | -31.2% | -18.1% |
| All | -22.9% | +7.2% | -30.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling