+53.1%
CNP vs MKC
-29.9%
+83.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +1.6% | -4.3% | +6.0% | +2.4% |
| 30D | -0.8% | -2.0% | +1.2% | -0.5% |
| 3M | -3.6% | +10.0% | -13.6% | -5.2% |
| 6M | -6.9% | -18.5% | +11.6% | -3.9% |
| YTD | +6.4% | -22.4% | +28.9% | +10.5% |
| 1Y | +9.9% | -23.6% | +33.6% | +14.5% |
| 3Y | +53.1% | -30.4% | +83.5% | +48.7% |
| All | +53.1% | -29.9% | +83.0% | +48.7% |
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