+142.0%
CNP vs MKC
+25.8%
+116.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +1.3% | -3.0% | +4.3% | +2.4% |
| 30D | +3.8% | +4.8% | -1.0% | +1.6% |
| 3M | +2.4% | -12.8% | +15.2% | +7.2% |
| 6M | -1.2% | +5.0% | -6.2% | -4.2% |
| YTD | +9.3% | -29.1% | +38.3% | +22.6% |
| 1Y | +6.4% | -26.4% | +32.8% | +17.5% |
| 3Y | +66.4% | -21.6% | +88.0% | +73.4% |
| 5Y | +75.7% | -35.2% | +110.9% | +94.3% |
| All | +142.0% | +25.8% | +116.2% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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