+114.0%
MS vs CNP
+69.8%
+44.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.2% |
| 7D | -3.4% | -5.3% | +1.9% | -1.9% |
| 30D | -3.9% | +3.7% | -7.6% | -5.0% |
| 3M | -15.9% | -1.1% | -14.8% | -15.8% |
| 6M | -2.5% | -7.1% | +4.6% | -0.8% |
| YTD | +5.1% | +6.0% | -0.9% | +1.4% |
| 1Y | +13.0% | +5.2% | +7.8% | +9.2% |
| 3Y | +160.7% | +57.5% | +103.1% | +110.2% |
| 5Y | +114.0% | +70.0% | +44.0% | +65.4% |
| All | +114.0% | +69.8% | +44.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling