+174.8%
MS vs CNP
+63.4%
+111.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +0.7% | -4.3% | +5.1% | +1.2% |
| 30D | -0.9% | +5.7% | -6.7% | -1.7% |
| 3M | -13.0% | +0.9% | -13.9% | -13.2% |
| 6M | -2.0% | -1.1% | -0.9% | -2.3% |
| YTD | +7.8% | +8.3% | -0.5% | +4.7% |
| 1Y | +17.9% | +5.9% | +11.9% | +15.1% |
| 3Y | +174.8% | +64.6% | +110.2% | +123.4% |
| All | +174.8% | +63.4% | +111.4% | +123.4% |
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 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