+13,824.2%
MA vs CNP
+618.7%
+13,205.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.7% | +1.1% | -3.8% | -3.2% |
| 30D | +1.5% | -1.8% | +3.4% | +2.3% |
| 3M | +20.4% | -4.6% | +25.1% | +22.9% |
| 6M | +11.1% | -8.8% | +20.0% | +15.5% |
| YTD | +2.0% | +5.2% | -3.3% | -1.4% |
| 1Y | -2.2% | +8.3% | -10.5% | -6.9% |
| 3Y | +41.9% | +54.9% | -13.0% | +11.1% |
| 5Y | +75.4% | +73.5% | +1.8% | +28.2% |
| 10Y | +527.5% | +139.1% | +388.4% | +255.0% |
| All | +13,824.2% | +618.7% | +13,205.5% | +4,557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling