+607.1%
MS vs CNP
+138.0%
+469.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | -1.6% | -4.2% | +2.6% | +0.3% |
| 30D | -3.8% | +5.5% | -9.3% | -6.3% |
| 3M | -14.6% | +0.6% | -15.2% | -15.1% |
| 6M | -5.1% | -2.8% | -2.2% | -4.6% |
| YTD | +4.5% | +7.9% | -3.3% | -0.8% |
| 1Y | +13.5% | +6.7% | +6.9% | +8.3% |
| 3Y | +160.4% | +61.1% | +99.3% | +98.6% |
| 5Y | +112.9% | +73.0% | +39.9% | +54.2% |
| All | +607.1% | +138.0% | +469.1% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling