+1,812.7%
CNP vs MTB
+8,294.1%
-6,481.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -1.8% | -4.2% | +2.4% | -0.8% |
| 3M | -4.6% | +8.9% | -13.5% | -6.8% |
| 6M | -8.8% | +10.9% | -19.7% | -11.5% |
| YTD | +5.2% | +21.5% | -16.3% | -0.4% |
| 1Y | +8.3% | +21.9% | -13.6% | +2.2% |
| 3Y | +54.9% | +109.2% | -54.4% | +23.9% |
| 5Y | +73.5% | +102.0% | -28.5% | +36.2% |
| 10Y | +139.1% | +171.9% | -32.8% | +66.8% |
| All | +1,812.7% | +8,294.1% | -6,481.4% | +723.8% |
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