+139.8%
CNP vs MSI
+689.5%
-549.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -4.3% | +8.3% | -12.7% | -7.2% |
| 30D | +5.7% | +18.9% | -13.1% | -1.0% |
| 3M | +0.9% | +13.2% | -12.3% | -3.9% |
| 6M | -1.1% | +38.3% | -39.3% | -13.0% |
| YTD | +8.3% | +38.9% | -30.6% | -5.7% |
| 1Y | +5.9% | +36.7% | -30.8% | -7.2% |
| 3Y | +64.6% | +76.6% | -11.9% | +26.9% |
| 5Y | +74.6% | +124.5% | -49.9% | +19.1% |
| 10Y | +139.8% | +674.5% | -534.7% | +18.4% |
| All | +139.8% | +689.5% | -549.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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