+301.7%
SPOT vs CNP
+95.1%
+206.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +2.5% | -5.0% | -3.0% |
| 30D | +13.5% | +4.0% | +9.4% | +12.8% |
| 3M | +22.2% | +1.6% | +20.6% | +21.9% |
| 6M | +38.3% | -1.7% | +40.0% | +38.4% |
| YTD | +3.1% | +8.6% | -5.6% | +1.4% |
| 1Y | -7.6% | +5.8% | -13.4% | -8.7% |
| 3Y | +250.0% | +63.0% | +187.0% | +220.6% |
| 5Y | +113.3% | +74.7% | +38.7% | +93.3% |
| All | +301.7% | +95.1% | +206.6% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling