+6.4%
CNP vs MXL
+277.9%
-271.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.5% |
| 7D | +1.3% | +13.4% | -12.1% | +1.5% |
| 30D | +3.8% | -29.2% | +33.0% | +3.2% |
| 3M | +2.4% | -27.2% | +29.6% | +2.1% |
| 6M | -1.2% | -36.4% | +35.2% | -1.3% |
| YTD | +9.3% | +220.0% | -210.8% | +13.5% |
| 1Y | +6.4% | +304.8% | -298.4% | +13.1% |
| All | +6.4% | +277.9% | -271.5% | +13.1% |
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 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