+69.9%
CNP vs MXL
+34.9%
+35.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | +0.7% | +19.0% | -18.3% | +0.5% |
| 30D | -0.1% | +4.5% | -4.5% | -0.1% |
| 3M | -5.6% | -1.5% | -4.1% | -5.9% |
| 6M | -7.5% | +348.6% | -356.1% | -11.4% |
| YTD | +5.5% | +310.3% | -304.8% | +1.2% |
| 1Y | +8.3% | +344.7% | -336.4% | +3.5% |
| 3Y | +51.8% | +211.2% | -159.4% | +43.7% |
| 5Y | +69.9% | +34.8% | +35.0% | +66.5% |
| All | +69.9% | +34.9% | +35.0% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling