+72.1%
MA vs CNP
+60.3%
+11.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +2.3% | -4.2% | +6.5% | +2.8% |
| 30D | +14.7% | +5.5% | +9.1% | +13.8% |
| 3M | +13.5% | +0.6% | +12.9% | +13.3% |
| 6M | +33.1% | -2.8% | +36.0% | +33.5% |
| YTD | +15.1% | +7.9% | +7.2% | +13.2% |
| 1Y | +18.7% | +6.7% | +12.1% | +17.0% |
| 3Y | +72.1% | +61.1% | +10.9% | +59.4% |
| All | +72.1% | +60.3% | +11.8% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling