+2,498.9%
MAR vs CNP
+560.2%
+1,938.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.2% | +1.1% | -5.2% | -4.4% |
| 30D | -6.7% | -1.8% | -4.8% | -6.3% |
| 3M | -12.5% | -4.6% | -7.8% | -11.6% |
| 6M | +0.6% | -8.8% | +9.4% | +2.7% |
| YTD | +9.1% | +5.2% | +3.9% | +7.3% |
| 1Y | +26.2% | +8.3% | +17.9% | +23.2% |
| 3Y | +68.2% | +54.9% | +13.3% | +48.4% |
| 5Y | +163.9% | +73.5% | +90.4% | +125.4% |
| 10Y | +420.6% | +139.1% | +281.4% | +302.9% |
| All | +2,498.9% | +560.2% | +1,938.8% | +1,405.0% |
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