+998.3%
CNP vs MDY
+2,662.7%
-1,664.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.8% | -1.5% | -0.3% | -1.0% |
| 3M | -4.6% | +0.8% | -5.4% | -5.3% |
| 6M | -8.8% | +7.4% | -16.3% | -12.9% |
| YTD | +5.2% | +15.2% | -10.0% | -3.4% |
| 1Y | +8.3% | +16.5% | -8.2% | -1.5% |
| 3Y | +54.9% | +46.8% | +8.1% | +21.0% |
| 5Y | +73.5% | +46.0% | +27.5% | +33.5% |
| 10Y | +139.1% | +172.1% | -32.9% | +29.9% |
| All | +998.3% | +2,662.7% | -1,664.3% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling