+69.9%
CNP vs MDY
+45.8%
+24.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +0.7% | -0.8% | +1.4% | +0.9% |
| 30D | -0.1% | -3.9% | +3.8% | +1.3% |
| 3M | -5.6% | 0.0% | -5.6% | -5.7% |
| 6M | -7.5% | +8.5% | -16.0% | -10.4% |
| YTD | +5.5% | +13.2% | -7.7% | +0.4% |
| 1Y | +8.3% | +15.0% | -6.7% | +2.3% |
| 3Y | +51.8% | +49.6% | +2.2% | +25.7% |
| 5Y | +69.9% | +46.0% | +23.9% | +38.6% |
| All | +69.9% | +45.8% | +24.0% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling