+139.8%
CNP vs MSCI
+799.4%
-659.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | -4.3% | +1.5% | -5.8% | -4.8% |
| 30D | +5.7% | +14.4% | -8.7% | +1.6% |
| 3M | +0.9% | +15.2% | -14.3% | -3.3% |
| 6M | -1.1% | +11.2% | -12.3% | -4.8% |
| YTD | +8.3% | +13.9% | -5.7% | +2.6% |
| 1Y | +5.9% | +12.5% | -6.6% | +0.7% |
| 3Y | +64.6% | +32.3% | +32.3% | +45.0% |
| 5Y | +74.6% | +4.9% | +69.7% | +61.3% |
| 10Y | +139.8% | +779.7% | -639.9% | +19.2% |
| All | +139.8% | +799.4% | -659.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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