+441.9%
MAR vs CNP
+132.2%
+309.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -0.5% | +0.7% | -1.1% | -0.8% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | -15.6% | -5.6% | -10.0% | -13.7% |
| 6M | +1.2% | -7.5% | +8.7% | +4.2% |
| YTD | +7.5% | +5.5% | +2.0% | +4.1% |
| 1Y | +26.6% | +8.3% | +18.3% | +20.9% |
| 3Y | +66.0% | +51.8% | +14.2% | +32.5% |
| 5Y | +154.1% | +69.9% | +84.2% | +89.0% |
| 10Y | +441.9% | +139.9% | +301.9% | +212.2% |
| All | +441.9% | +132.2% | +309.6% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling