+537.8%
MAR vs CNP
+143.5%
+394.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | +2.9% | -3.0% | +5.9% | +4.2% |
| 30D | +17.0% | +6.8% | +10.2% | +13.5% |
| 3M | +23.2% | +3.6% | +19.5% | +20.9% |
| 6M | +21.7% | 0.0% | +21.8% | +21.0% |
| YTD | +38.9% | +9.4% | +29.5% | +32.0% |
| 1Y | +48.7% | +6.8% | +41.8% | +42.7% |
| 3Y | +122.9% | +64.2% | +58.7% | +71.2% |
| 5Y | +177.5% | +76.0% | +101.5% | +102.8% |
| All | +537.8% | +143.5% | +394.3% | +270.7% |
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 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