+49.2%
CNP vs MKSI
+184.9%
-135.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -2.2% | +4.9% | -7.0% | -2.2% |
| 30D | -2.1% | -11.0% | +8.9% | -2.0% |
| 3M | -7.9% | -17.1% | +9.2% | -8.0% |
| 6M | -8.3% | +16.4% | -24.7% | -9.0% |
| YTD | +3.8% | +64.3% | -60.5% | +2.5% |
| 1Y | +5.9% | +137.7% | -131.9% | +3.6% |
| All | +49.2% | +184.9% | -135.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling