+70.0%
CNP vs MAS
+41.7%
+28.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.0% |
| 7D | -5.3% | +4.6% | -9.9% | -6.1% |
| 30D | +3.7% | +19.9% | -16.2% | +0.3% |
| 3M | -1.1% | +8.9% | -10.0% | -2.7% |
| 6M | -7.1% | +20.2% | -27.3% | -10.5% |
| YTD | +6.0% | +33.9% | -27.9% | -0.4% |
| 1Y | +5.2% | +34.7% | -29.5% | -1.4% |
| 3Y | +57.5% | +60.4% | -2.8% | +38.6% |
| 5Y | +70.0% | +43.5% | +26.6% | +52.4% |
| All | +70.0% | +41.7% | +28.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 5y: compounded portfolio wealth divided by compounded MAS 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…
5y analysis · Full analysis span regression · 6 months rolling