+140.6%
CNP vs MDY
+165.7%
-25.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +2.5% | +3.0% | -0.6% | +0.4% |
| 30D | +4.0% | +0.8% | +3.2% | +3.4% |
| 3M | +1.6% | -5.1% | +6.8% | +5.0% |
| 6M | -1.7% | +1.2% | -2.8% | -2.9% |
| YTD | +8.6% | +12.5% | -3.8% | -0.6% |
| 1Y | +5.8% | +13.8% | -7.9% | -4.1% |
| 3Y | +63.0% | +56.4% | +6.6% | +13.6% |
| 5Y | +74.7% | +35.3% | +39.3% | +33.1% |
| All | +140.6% | +165.7% | -25.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling