+56.7%
CNP vs MOS
-29.5%
+86.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +1.1% | +9.5% | -8.4% | +0.4% |
| 30D | -1.8% | +10.4% | -12.3% | -2.6% |
| 3M | -4.6% | +12.9% | -17.5% | -5.7% |
| 6M | -8.8% | +1.2% | -10.1% | -9.3% |
| YTD | +5.2% | +9.3% | -4.1% | +3.6% |
| 1Y | +8.3% | -18.0% | +26.3% | +9.7% |
| All | +56.7% | -29.5% | +86.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling