+311.5%
SPY vs CNP
+135.4%
+176.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | +0.5% | +1.6% | -1.1% | 0.0% |
| 30D | -0.9% | -0.8% | -0.2% | -0.7% |
| 3M | +3.9% | -3.6% | +7.4% | +4.9% |
| 6M | +14.5% | -6.9% | +21.5% | +16.8% |
| YTD | +12.9% | +6.4% | +6.5% | +9.7% |
| 1Y | +19.4% | +9.9% | +9.4% | +14.4% |
| 3Y | +78.5% | +53.1% | +25.4% | +49.3% |
| 5Y | +81.8% | +72.0% | +9.8% | +44.7% |
| 10Y | +311.5% | +131.5% | +180.0% | +170.9% |
| All | +311.5% | +135.4% | +176.1% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling