+132.5%
CNP vs MXL
+313.4%
-180.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.5% |
| 7D | -1.4% | +18.9% | -20.3% | -2.6% |
| 30D | -2.9% | +0.3% | -3.2% | -3.2% |
| 3M | -7.5% | -8.0% | +0.5% | -8.6% |
| 6M | -7.9% | +341.2% | -349.1% | -23.4% |
| YTD | +3.7% | +327.8% | -324.1% | -13.8% |
| 1Y | +4.6% | +364.9% | -360.3% | -14.4% |
| 3Y | +49.1% | +229.2% | -180.1% | +18.3% |
| 5Y | +69.2% | +42.8% | +26.5% | +44.2% |
| All | +132.5% | +313.4% | -180.9% | +30.7% |
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