+554.8%
CNP vs MKSI
+2,206.8%
-1,652.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | +1.6% | +7.7% | -6.1% | +0.8% |
| 30D | -0.8% | -12.9% | +12.1% | +0.7% |
| 3M | -3.6% | -14.8% | +11.3% | -2.9% |
| 6M | -6.9% | +26.6% | -33.6% | -11.0% |
| YTD | +6.4% | +66.6% | -60.2% | -1.8% |
| 1Y | +9.9% | +144.6% | -134.6% | -3.8% |
| 3Y | +53.1% | +193.1% | -140.0% | +26.0% |
| 5Y | +72.0% | +88.6% | -16.6% | +46.1% |
| 10Y | +131.5% | +490.9% | -359.4% | +67.2% |
| All | +554.8% | +2,206.8% | -1,652.0% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling