+43.3%
MA vs CNP
+55.2%
-11.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +1.5% | -1.8% | +3.4% | +1.8% |
| 3M | +20.4% | -4.6% | +25.1% | +21.2% |
| 6M | +11.1% | -8.8% | +20.0% | +12.5% |
| YTD | +2.0% | +5.2% | -3.3% | +0.7% |
| 1Y | -2.2% | +8.3% | -10.5% | -4.0% |
| All | +43.3% | +55.2% | -11.9% | +32.2% |
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 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