+369.8%
CNP vs MSCI
+3,095.4%
-2,725.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.3% |
| 7D | -4.2% | +2.8% | -7.0% | -5.0% |
| 30D | +5.5% | +15.4% | -9.9% | +1.5% |
| 3M | +0.6% | +13.4% | -12.8% | -3.0% |
| 6M | -2.8% | +10.9% | -13.7% | -6.2% |
| YTD | +7.9% | +13.0% | -5.1% | +2.9% |
| 1Y | +6.7% | +12.0% | -5.4% | +1.9% |
| 3Y | +61.1% | +34.1% | +27.0% | +43.6% |
| 5Y | +73.0% | +3.9% | +69.1% | +60.8% |
| 10Y | +141.9% | +802.0% | -660.1% | +23.3% |
| All | +369.8% | +3,095.4% | -2,725.6% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling