+1,874.4%
CNP vs MKC
+3,031.2%
-1,156.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.5% | -7.3% | +9.7% | +4.5% |
| 30D | +4.0% | +4.0% | +0.1% | +2.7% |
| 3M | +1.6% | -11.5% | +13.1% | +4.6% |
| 6M | -1.7% | +1.1% | -2.8% | -2.7% |
| YTD | +8.6% | -29.9% | +38.5% | +18.1% |
| 1Y | +5.8% | -27.0% | +32.8% | +13.7% |
| 3Y | +63.0% | -22.3% | +85.3% | +70.0% |
| 5Y | +74.7% | -36.0% | +110.7% | +90.2% |
| 10Y | +143.7% | +24.2% | +119.5% | +123.7% |
| All | +1,874.4% | +3,031.2% | -1,156.8% | +986.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling