+79.7%
SPY vs CNP
+55.3%
+24.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +0.1% | -1.8% | +1.9% | +0.2% |
| 3M | +2.0% | -4.6% | +6.6% | +2.4% |
| 6M | +13.0% | -8.8% | +21.9% | +14.1% |
| YTD | +13.5% | +5.2% | +8.3% | +12.0% |
| 1Y | +20.0% | +8.3% | +11.7% | +17.7% |
| All | +79.7% | +55.3% | +24.4% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling