+51.7%
CNP vs MXL
+209.6%
-157.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.8% |
| 7D | +0.7% | +19.0% | -18.3% | +0.8% |
| 30D | -0.1% | +4.5% | -4.5% | 0.0% |
| 3M | -5.6% | -1.5% | -4.1% | -5.5% |
| 6M | -7.5% | +348.6% | -356.1% | -7.5% |
| YTD | +5.5% | +310.3% | -304.8% | +5.6% |
| 1Y | +8.3% | +344.7% | -336.4% | +8.3% |
| All | +51.7% | +209.6% | -157.9% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling