-23.8%
SPOT vs CNP
+5.6%
-29.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | +7.4% | -2.9% | +10.3% | +7.0% |
| 3M | +8.2% | -7.5% | +15.7% | +7.4% |
| 6M | +2.2% | -7.9% | +10.1% | +1.5% |
| YTD | -9.5% | +3.7% | -13.2% | -6.7% |
| 1Y | -23.8% | +4.6% | -28.4% | -20.1% |
| All | -23.8% | +5.6% | -29.4% | -20.1% |
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