+250.1%
SPOT vs CNP
+86.3%
+163.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -6.9% | -2.2% | -4.7% | -6.5% |
| 30D | +4.1% | -2.1% | +6.2% | +4.4% |
| 3M | +3.7% | -7.9% | +11.6% | +4.9% |
| 6M | -1.6% | -8.3% | +6.7% | -0.5% |
| YTD | -10.2% | +3.8% | -13.9% | -10.9% |
| 1Y | -25.9% | +5.9% | -31.8% | -26.9% |
| 3Y | +235.6% | +49.3% | +186.3% | +211.9% |
| 5Y | +110.6% | +69.3% | +41.3% | +91.8% |
| All | +250.1% | +86.3% | +163.8% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling