+5.8%
CNP vs MSTZ
-52.7%
+58.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | -0.2% |
| 7D | +2.5% | +25.6% | -23.1% | +2.3% |
| 30D | +4.0% | +50.6% | -46.5% | +3.7% |
| 3M | +1.6% | -64.5% | +66.1% | +1.9% |
| 6M | -1.7% | -14.0% | +12.3% | -0.7% |
| YTD | +8.6% | -76.4% | +85.0% | +9.9% |
| 1Y | +5.8% | -56.2% | +62.1% | +6.4% |
| All | +5.8% | -52.7% | +58.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling