+3,029.2%
SPY vs CNP
+1,083.0%
+1,946.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | -3.3% | +5.7% | -9.0% | -4.6% |
| 3M | -2.4% | +0.9% | -3.3% | -2.7% |
| 6M | +2.6% | -1.1% | +3.6% | +2.5% |
| YTD | +11.2% | +8.3% | +3.0% | +8.8% |
| 1Y | +13.4% | +5.9% | +7.5% | +11.4% |
| 3Y | +79.9% | +64.6% | +15.3% | +59.1% |
| 5Y | +72.2% | +74.6% | -2.4% | +50.0% |
| 10Y | +307.3% | +139.8% | +167.5% | +221.9% |
| All | +3,029.2% | +1,083.0% | +1,946.3% | +1,567.4% |
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