+73.4%
CNP vs MSI
+124.3%
-50.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | +3.2% | -1.9% | +0.4% |
| 30D | +3.8% | +17.6% | -13.8% | -0.8% |
| 3M | +2.4% | +14.5% | -12.2% | -1.6% |
| 6M | -1.2% | +34.3% | -35.4% | -9.5% |
| YTD | +9.3% | +39.7% | -30.5% | -1.7% |
| 1Y | +6.4% | +40.2% | -33.7% | -4.4% |
| 3Y | +66.4% | +77.1% | -10.8% | +34.3% |
| All | +73.4% | +124.3% | -50.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling