+19.4%
MA vs CNP
+6.5%
+12.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.3% | -4.3% | +4.0% | -0.6% |
| 30D | +11.3% | +5.7% | +5.6% | +11.6% |
| 3M | +16.7% | +0.9% | +15.8% | +16.5% |
| 6M | +32.8% | -1.1% | +33.8% | +33.4% |
| YTD | +15.6% | +8.3% | +7.4% | +21.2% |
| All | +19.4% | +6.5% | +12.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling