+1,867.7%
CNP vs MTB
+7,695.2%
-5,827.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.2% |
| 7D | -4.3% | -0.8% | -3.6% | -4.1% |
| 30D | +5.7% | +2.4% | +3.3% | +5.0% |
| 3M | +0.9% | -10.5% | +11.4% | +3.7% |
| 6M | -1.1% | +6.4% | -7.5% | -2.9% |
| YTD | +8.3% | +12.8% | -4.6% | +4.4% |
| 1Y | +5.9% | +23.3% | -17.4% | -0.4% |
| 3Y | +64.6% | +108.2% | -43.6% | +31.9% |
| 5Y | +74.6% | +68.6% | +6.0% | +44.1% |
| 10Y | +139.8% | +125.3% | +14.6% | +75.1% |
| All | +1,867.7% | +7,695.2% | -5,827.6% | +763.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling