+65.6%
CNP vs MDY
+58.9%
+6.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +5.0% | +2.1% | +2.9% | +4.5% |
| 3M | +2.7% | -3.6% | +6.3% | +3.4% |
| 6M | -1.9% | +1.7% | -3.6% | -2.3% |
| YTD | +8.8% | +13.8% | -5.1% | +5.2% |
| 1Y | +5.6% | +15.5% | -9.9% | +1.8% |
| All | +65.6% | +58.9% | +6.7% | +32.9% |
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