+49.0%
MRK vs CNP
+52.2%
-3.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +12.7% | -0.1% | +12.7% | +12.6% |
| 3M | +24.2% | -5.6% | +29.9% | +26.2% |
| 6M | +27.8% | -7.5% | +35.3% | +30.3% |
| YTD | +42.2% | +5.5% | +36.7% | +40.7% |
| 1Y | +80.2% | +8.3% | +71.8% | +76.9% |
| All | +49.0% | +52.2% | -3.2% | +35.1% |
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