+120.7%
MAR vs CNP
+63.4%
+57.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | +14.0% | +5.7% | +8.3% | +13.0% |
| 3M | +18.1% | +0.9% | +17.2% | +17.8% |
| 6M | +18.6% | -1.1% | +19.6% | +18.5% |
| YTD | +35.3% | +8.3% | +27.0% | +32.7% |
| 1Y | +44.5% | +5.9% | +38.6% | +42.2% |
| 3Y | +120.7% | +64.6% | +56.1% | +89.2% |
| All | +120.7% | +63.4% | +57.3% | +89.2% |
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