+142.0%
CNP vs MXL
+161.9%
-19.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.9% |
| 7D | +1.3% | +13.4% | -12.1% | +0.4% |
| 30D | +3.8% | -29.2% | +33.0% | +5.5% |
| 3M | +2.4% | -27.2% | +29.6% | +3.2% |
| 6M | -1.2% | -36.4% | +35.2% | -1.2% |
| YTD | +9.3% | +220.0% | -210.8% | -8.5% |
| 1Y | +6.4% | +304.8% | -298.4% | -13.3% |
| 3Y | +66.4% | +238.5% | -172.1% | +27.2% |
| 5Y | +75.7% | -18.8% | +94.5% | +60.6% |
| All | +142.0% | +161.9% | -19.9% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling