+69.9%
CNP vs MKC
-34.7%
+104.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.7% | -4.3% | +5.0% | +1.7% |
| 30D | -0.1% | -3.1% | +3.0% | +0.6% |
| 3M | -5.6% | +6.8% | -12.4% | -7.4% |
| 6M | -7.5% | -18.3% | +10.9% | -3.1% |
| YTD | +5.5% | -23.1% | +28.6% | +11.8% |
| 1Y | +8.3% | -23.7% | +32.0% | +14.9% |
| 3Y | +51.8% | -31.0% | +82.8% | +64.5% |
| 5Y | +69.9% | -33.5% | +103.4% | +80.5% |
| All | +69.9% | -34.7% | +104.6% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling