+568.4%
MA vs CNP
+143.3%
+425.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +1.8% | -3.0% | +4.8% | +3.0% |
| 30D | +11.8% | +6.8% | +5.0% | +8.7% |
| 3M | +17.2% | +3.6% | +13.5% | +15.2% |
| 6M | +33.4% | 0.0% | +33.4% | +32.8% |
| YTD | +16.1% | +9.4% | +6.8% | +10.8% |
| 1Y | +19.9% | +6.8% | +13.1% | +15.4% |
| 3Y | +70.1% | +64.2% | +5.9% | +33.6% |
| 5Y | +89.6% | +76.0% | +13.6% | +42.9% |
| 10Y | +568.4% | +143.3% | +425.1% | +294.2% |
| All | +568.4% | +143.3% | +425.1% | +294.2% |
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