+769.9%
CNP vs MKTX
+1,445.7%
-675.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | -0.8% | +1.0% | -1.8% | -0.9% |
| 3M | -3.6% | +41.3% | -44.8% | -9.1% |
| 6M | -6.9% | -11.3% | +4.4% | -6.0% |
| YTD | +6.4% | -8.6% | +15.0% | +6.9% |
| 1Y | +9.9% | -11.1% | +21.0% | +10.7% |
| 3Y | +53.1% | -24.5% | +77.6% | +55.4% |
| 5Y | +72.0% | -61.4% | +133.4% | +90.1% |
| 10Y | +131.5% | +6.8% | +124.7% | +113.3% |
| All | +769.9% | +1,445.7% | -675.8% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling