+53.1%
CNP vs MDY
+51.1%
+2.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -0.8% | -3.1% | +2.3% | -0.1% |
| 3M | -3.6% | +1.8% | -5.4% | -4.0% |
| 6M | -6.9% | +10.8% | -17.7% | -9.4% |
| YTD | +6.4% | +14.4% | -8.0% | +2.6% |
| 1Y | +9.9% | +15.2% | -5.3% | +5.7% |
| 3Y | +53.1% | +51.2% | +1.9% | +25.9% |
| All | +53.1% | +51.1% | +2.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling