+64.6%
MAR vs CNP
+54.5%
+10.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -1.7% | +1.6% | -3.4% | -2.0% |
| 30D | -6.9% | -0.8% | -6.1% | -6.8% |
| 3M | -15.8% | -3.6% | -12.3% | -15.5% |
| 6M | +1.9% | -6.9% | +8.9% | +3.0% |
| YTD | +6.6% | +6.4% | +0.2% | +5.0% |
| 1Y | +23.7% | +9.9% | +13.7% | +21.0% |
| 3Y | +64.6% | +53.1% | +11.5% | +49.7% |
| All | +64.6% | +54.5% | +10.1% | +49.7% |
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 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