+88.5%
MA vs CNP
+74.5%
+14.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | +9.6% | +3.8% | +5.8% | +8.3% |
| 3M | +16.8% | +2.4% | +14.4% | +15.8% |
| 6M | +35.2% | -1.2% | +36.4% | +35.3% |
| YTD | +16.6% | +9.3% | +7.3% | +12.3% |
| 1Y | +19.8% | +6.4% | +13.3% | +16.4% |
| 3Y | +70.7% | +66.4% | +4.3% | +37.4% |
| All | +88.5% | +74.5% | +14.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling