+1,094.8%
CNP vs MOH
+1,286.6%
-191.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +0.7% | -4.2% | +4.8% | +1.2% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | -5.6% | -4.4% | -1.2% | -5.3% |
| 6M | -7.5% | +32.9% | -40.4% | -11.7% |
| YTD | +5.5% | +11.9% | -6.4% | +2.2% |
| 1Y | +8.3% | +6.9% | +1.4% | +5.0% |
| 3Y | +51.8% | -39.4% | +91.2% | +55.1% |
| 5Y | +69.9% | -25.0% | +94.8% | +67.0% |
| 10Y | +139.9% | +244.9% | -104.9% | +84.4% |
| All | +1,094.8% | +1,286.6% | -191.9% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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