+65.4%
CNP vs MSFU
+20.9%
+44.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.1% |
| 7D | +2.5% | -4.9% | +7.4% | +2.3% |
| 30D | +4.0% | -9.1% | +13.1% | +4.0% |
| 3M | +1.6% | +8.7% | -7.0% | +1.9% |
| 6M | -1.7% | +48.3% | -50.0% | -0.9% |
| YTD | +8.6% | -1.6% | +10.2% | +9.9% |
| 1Y | +5.8% | -13.6% | +19.4% | +7.3% |
| All | +65.4% | +20.9% | +44.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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