+1,812.7%
CNP vs MAS
+1,430.5%
+382.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +1.1% | -0.8% | +1.8% | +1.2% |
| 30D | -1.8% | -5.6% | +3.7% | -0.8% |
| 3M | -4.6% | +4.4% | -9.1% | -5.8% |
| 6M | -8.8% | +7.2% | -16.0% | -10.8% |
| YTD | +5.2% | +16.1% | -10.9% | +1.2% |
| 1Y | +8.3% | +0.1% | +8.2% | +7.0% |
| 3Y | +54.9% | +28.3% | +26.6% | +43.6% |
| 5Y | +73.5% | +30.5% | +43.0% | +58.1% |
| 10Y | +139.1% | +139.1% | 0.0% | +92.6% |
| All | +1,812.7% | +1,430.5% | +382.2% | +1,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling