+144.0%
CNP vs MOS
-1.8%
+145.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.1% | +5.5% | -5.6% | -1.1% |
| 30D | +5.0% | +21.0% | -15.9% | +1.1% |
| 3M | +2.7% | -0.5% | +3.1% | +2.0% |
| 6M | -1.9% | +6.6% | -8.5% | -4.3% |
| YTD | +8.8% | -2.8% | +11.5% | +6.9% |
| 1Y | +5.6% | -8.1% | +13.7% | +4.7% |
| 3Y | +63.2% | -25.6% | +88.8% | +64.6% |
| 5Y | +73.8% | -29.8% | +103.5% | +67.1% |
| 10Y | +144.0% | +0.6% | +143.5% | +68.8% |
| All | +144.0% | -1.8% | +145.8% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling