+132.5%
CNP vs MKSI
+524.1%
-391.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.8% |
| 30D | -2.9% | -12.8% | +9.9% | -1.2% |
| 3M | -7.5% | -22.5% | +15.0% | -5.5% |
| 6M | -7.9% | +19.4% | -27.3% | -12.4% |
| YTD | +3.7% | +67.7% | -64.0% | -6.9% |
| 1Y | +4.6% | +131.4% | -126.8% | -11.8% |
| 3Y | +49.1% | +197.3% | -148.2% | +12.8% |
| 5Y | +69.2% | +87.0% | -17.7% | +36.0% |
| All | +132.5% | +524.1% | -391.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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