+264.0%
SPOT vs CNP
+89.0%
+175.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +12.5% | -1.8% | +14.3% | +12.8% |
| 3M | +9.9% | -4.6% | +14.5% | +10.6% |
| 6M | +1.6% | -8.8% | +10.4% | +2.8% |
| YTD | -6.6% | +5.2% | -11.8% | -7.6% |
| 1Y | -22.9% | +8.3% | -31.2% | -24.2% |
| 3Y | +244.3% | +54.9% | +189.4% | +217.9% |
| 5Y | +117.8% | +73.5% | +44.3% | +97.6% |
| All | +264.0% | +89.0% | +175.1% | +226.3% |
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