+161.8%
MS vs CNP
+57.5%
+104.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.6% |
| 7D | -3.4% | -5.3% | +1.9% | -2.8% |
| 30D | -3.9% | +3.7% | -7.6% | -4.4% |
| 3M | -15.9% | -1.1% | -14.8% | -15.9% |
| 6M | -2.5% | -7.1% | +4.6% | -1.8% |
| YTD | +5.1% | +6.0% | -0.9% | +2.3% |
| 1Y | +13.0% | +5.2% | +7.8% | +10.1% |
| All | +161.8% | +57.5% | +104.3% | +115.6% |
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