+74.4%
CNP vs MOS
-8.7%
+83.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +1.1% | +9.5% | -8.4% | +0.2% |
| 30D | -1.8% | +10.4% | -12.3% | -2.8% |
| 3M | -4.6% | +12.9% | -17.5% | -6.0% |
| 6M | -8.8% | +1.2% | -10.1% | -9.5% |
| YTD | +5.2% | +9.3% | -4.1% | +3.4% |
| 1Y | +8.3% | -18.0% | +26.3% | +9.6% |
| 3Y | +54.9% | -29.0% | +83.9% | +57.4% |
| All | +74.4% | -8.7% | +83.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling