+132.5%
CNP vs MTB
+173.8%
-41.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -2.9% | -4.8% | +1.9% | -1.5% |
| 3M | -7.5% | +6.0% | -13.5% | -9.4% |
| 6M | -7.9% | +19.6% | -27.5% | -13.2% |
| YTD | +3.7% | +21.5% | -17.7% | -3.0% |
| 1Y | +4.6% | +24.7% | -20.1% | -3.3% |
| 3Y | +49.1% | +108.6% | -59.4% | +11.9% |
| 5Y | +69.2% | +106.7% | -37.5% | +20.8% |
| All | +132.5% | +173.8% | -41.4% | +45.3% |
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