+70.0%
CNP vs MOS
-31.6%
+101.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.9% |
| 7D | -5.3% | +22.5% | -27.8% | -7.1% |
| 30D | +3.7% | +6.6% | -3.0% | +3.0% |
| 3M | -1.1% | -3.8% | +2.7% | -0.9% |
| 6M | -7.1% | -2.2% | -4.9% | -7.3% |
| YTD | +6.0% | -4.8% | +10.8% | +5.4% |
| 1Y | +5.2% | -11.7% | +16.9% | +5.3% |
| 3Y | +57.5% | -26.5% | +84.1% | +59.1% |
| 5Y | +70.0% | -32.2% | +102.2% | +68.9% |
| All | +70.0% | -31.6% | +101.6% | +68.9% |
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