+66.6%
CNP vs MKC
-21.8%
+88.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.7% |
| 30D | +6.8% | +5.4% | +1.5% | +5.7% |
| 3M | +3.6% | -11.1% | +14.8% | +5.5% |
| 6M | 0.0% | -1.4% | +1.4% | -0.3% |
| YTD | +9.4% | -29.4% | +38.8% | +15.8% |
| 1Y | +6.8% | -24.7% | +31.6% | +11.5% |
| All | +66.6% | -21.8% | +88.4% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling