+19.4%
SPY vs CNP
+9.0%
+10.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.5% |
| 7D | +0.5% | +1.6% | -1.1% | +0.7% |
| 30D | -0.9% | -0.8% | -0.2% | -1.0% |
| 3M | +3.9% | -3.6% | +7.4% | +3.5% |
| 6M | +14.5% | -6.9% | +21.5% | +14.0% |
| YTD | +12.9% | +6.4% | +6.5% | +13.2% |
| 1Y | +19.4% | +9.9% | +9.4% | +19.7% |
| All | +19.4% | +9.0% | +10.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling