+168.6%
CNP vs MTUM
+608.1%
-439.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.5% |
| 7D | +1.6% | +4.1% | -2.5% | -0.3% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -3.6% | -1.9% | -1.6% | -4.0% |
| 6M | -6.9% | +28.1% | -35.0% | -20.1% |
| YTD | +6.4% | +23.6% | -17.1% | -7.2% |
| 1Y | +9.9% | +26.1% | -16.2% | -5.6% |
| 3Y | +53.1% | +116.8% | -63.7% | -8.3% |
| 5Y | +72.0% | +80.0% | -8.1% | +14.1% |
| 10Y | +131.5% | +346.4% | -214.9% | -21.6% |
| All | +168.6% | +608.1% | -439.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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