+3,207.6%
MAR vs CNP
+586.3%
+2,621.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +2.9% | -3.0% | +5.9% | +3.6% |
| 30D | +17.0% | +6.8% | +10.2% | +15.0% |
| 3M | +23.2% | +3.6% | +19.5% | +21.9% |
| 6M | +21.7% | 0.0% | +21.8% | +21.4% |
| YTD | +38.9% | +9.4% | +29.5% | +35.1% |
| 1Y | +48.7% | +6.8% | +41.8% | +45.5% |
| 3Y | +122.9% | +64.2% | +58.7% | +93.8% |
| 5Y | +177.5% | +76.0% | +101.5% | +136.1% |
| 10Y | +537.5% | +143.3% | +394.2% | +390.3% |
| All | +3,207.6% | +586.3% | +2,621.3% | +1,794.3% |
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