+144.0%
CNP vs MTB
+119.7%
+24.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.1% | -2.0% | +1.9% | +0.5% |
| 30D | +5.0% | +0.1% | +4.9% | +5.0% |
| 3M | +2.7% | -12.1% | +14.8% | +6.8% |
| 6M | -1.9% | +7.3% | -9.2% | -4.4% |
| YTD | +8.8% | +11.5% | -2.8% | +4.3% |
| 1Y | +5.6% | +21.3% | -15.6% | -1.6% |
| 3Y | +63.2% | +104.1% | -40.9% | +22.8% |
| 5Y | +73.8% | +61.8% | +11.9% | +36.2% |
| 10Y | +144.0% | +115.4% | +28.6% | +59.7% |
| All | +144.0% | +119.7% | +24.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling