+19.9%
MA vs CNP
+7.7%
+12.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +1.8% | -3.0% | +4.8% | +1.6% |
| 30D | +11.8% | +6.8% | +5.0% | +12.1% |
| 3M | +17.2% | +3.6% | +13.5% | +17.2% |
| 6M | +33.4% | 0.0% | +33.4% | +34.0% |
| YTD | +16.1% | +9.4% | +6.8% | +21.8% |
| 1Y | +19.9% | +6.8% | +13.1% | +24.9% |
| All | +19.9% | +7.7% | +12.3% | +24.9% |
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