+1,812.7%
CNP vs MSI
+4,035.2%
-2,222.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.1% | -3.7% | +4.8% | +1.6% |
| 30D | -1.8% | +6.8% | -8.7% | -2.9% |
| 3M | -4.6% | +14.3% | -18.9% | -6.6% |
| 6M | -8.8% | -1.6% | -7.3% | -8.9% |
| YTD | +5.2% | +22.8% | -17.6% | +1.8% |
| 1Y | +8.3% | -1.1% | +9.4% | +8.0% |
| 3Y | +54.9% | +70.5% | -15.6% | +42.0% |
| 5Y | +73.5% | +102.8% | -29.3% | +54.6% |
| 10Y | +139.1% | +597.4% | -458.3% | +81.7% |
| All | +1,812.7% | +4,035.2% | -2,222.5% | +967.8% |
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