+17.1%
MS vs CNP
+6.0%
+11.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.8% |
| 30D | +0.9% | +5.0% | -4.1% | +2.3% |
| 3M | -10.8% | +2.7% | -13.5% | -10.5% |
| 6M | +0.9% | -1.9% | +2.8% | 0.0% |
| YTD | +9.8% | +8.8% | +1.0% | +12.3% |
| 1Y | +17.1% | +5.6% | +11.4% | +19.5% |
| All | +17.1% | +6.0% | +11.1% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling