+808.5%
MS vs CNP
+137.5%
+671.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | -0.3% | -1.8% | +1.6% | +0.5% |
| 3M | +0.3% | -4.6% | +4.9% | +1.9% |
| 6M | +31.3% | -8.8% | +40.2% | +35.9% |
| YTD | +24.7% | +5.2% | +19.4% | +20.0% |
| 1Y | +47.9% | +8.3% | +39.6% | +40.1% |
| 3Y | +178.3% | +54.9% | +123.5% | +116.8% |
| 5Y | +144.9% | +73.5% | +71.4% | +77.1% |
| All | +808.5% | +137.5% | +671.0% | +409.2% |
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