+8.3%
CNP vs MXL
+276.5%
-268.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.1% | +7.6% | -3.7% |
| 7D | -1.3% | -24.3% | +23.0% | -1.9% |
| 30D | +8.7% | -46.1% | +54.8% | +7.6% |
| 3M | -0.7% | -21.8% | +21.1% | -0.8% |
| 6M | -4.2% | -27.2% | +23.1% | -4.0% |
| YTD | +8.9% | +226.2% | -217.3% | +13.0% |
| 1Y | +8.3% | +297.0% | -288.7% | +14.2% |
| All | +8.3% | +276.5% | -268.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling