+53.3%
CNP vs MSTZ
-99.3%
+152.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.6% | +1.1% |
| 7D | -3.0% | +21.1% | -24.2% | -3.0% |
| 30D | +6.8% | +40.1% | -33.2% | +6.9% |
| 3M | +3.6% | -66.1% | +69.7% | +3.5% |
| 6M | 0.0% | -20.7% | +20.7% | +0.5% |
| YTD | +9.4% | -78.6% | +88.0% | +9.6% |
| 1Y | +6.8% | -55.5% | +62.3% | +7.5% |
| All | +53.3% | -99.3% | +152.6% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling