+1,876.8%
CNP vs MSI
+4,640.9%
-2,764.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -0.1% | +7.7% | -7.8% | -1.2% |
| 30D | +5.0% | +19.9% | -14.9% | +2.2% |
| 3M | +2.7% | +14.9% | -12.3% | +0.5% |
| 6M | -1.9% | +37.2% | -39.1% | -6.6% |
| YTD | +8.8% | +40.8% | -32.0% | +3.0% |
| 1Y | +5.6% | +38.1% | -32.5% | +0.3% |
| 3Y | +63.2% | +77.7% | -14.5% | +48.7% |
| 5Y | +73.8% | +129.0% | -55.3% | +52.0% |
| 10Y | +144.0% | +671.3% | -527.3% | +82.4% |
| All | +1,876.8% | +4,640.9% | -2,764.1% | +981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling