+120.1%
SPOT vs CNP
+74.5%
+45.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +16.9% | +3.8% | +13.1% | +16.0% |
| 3M | +23.0% | +2.4% | +20.6% | +22.3% |
| 6M | +42.2% | -1.2% | +43.4% | +42.2% |
| YTD | +5.5% | +9.3% | -3.8% | +2.9% |
| 1Y | -5.1% | +6.4% | -11.5% | -6.8% |
| 3Y | +257.9% | +66.4% | +191.6% | +209.0% |
| All | +120.1% | +74.5% | +45.6% | +81.7% |
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