-6.7%
CNP vs MKTX
-11.3%
+4.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.7% |
| 30D | -0.8% | +1.0% | -1.8% | -0.8% |
| 3M | -3.6% | +41.3% | -44.8% | -3.4% |
| All | -6.7% | -11.3% | +4.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 6mo: compounded portfolio wealth divided by compounded MKTX 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…
6mo analysis · Full analysis span regression · 6 months rolling