+554.8%
MA vs CNP
+142.6%
+412.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | -4.3% | +4.0% | +1.4% |
| 30D | +11.3% | +5.7% | +5.6% | +8.7% |
| 3M | +16.7% | +0.9% | +15.8% | +15.9% |
| 6M | +32.8% | -1.1% | +33.8% | +32.7% |
| YTD | +15.6% | +8.3% | +7.4% | +10.7% |
| 1Y | +19.6% | +5.9% | +13.7% | +15.5% |
| 3Y | +72.1% | +64.6% | +7.5% | +34.9% |
| 5Y | +96.0% | +74.6% | +21.5% | +48.2% |
| 10Y | +554.8% | +139.8% | +414.9% | +283.4% |
| All | +554.8% | +142.6% | +412.2% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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