+112.6%
SPOT vs CNP
+70.6%
+42.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | +2.2% | -0.1% | +2.2% | +2.2% |
| 3M | +5.4% | -5.6% | +11.0% | +6.4% |
| 6M | -4.0% | -7.5% | +3.5% | -2.8% |
| YTD | -9.9% | +5.5% | -15.4% | -11.3% |
| 1Y | -27.3% | +8.3% | -35.6% | -28.9% |
| 3Y | +236.4% | +51.8% | +184.6% | +203.4% |
| 5Y | +112.6% | +69.9% | +42.7% | +90.1% |
| All | +112.6% | +70.6% | +42.0% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling