+6,288.2%
MS vs CNP
+985.3%
+5,302.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | -0.3% | -1.8% | +1.6% | +0.3% |
| 3M | +0.3% | -4.6% | +4.9% | +1.7% |
| 6M | +31.3% | -8.8% | +40.2% | +35.0% |
| YTD | +24.7% | +5.2% | +19.4% | +21.2% |
| 1Y | +47.9% | +8.3% | +39.6% | +42.0% |
| 3Y | +178.3% | +54.9% | +123.5% | +131.1% |
| 5Y | +144.9% | +73.5% | +71.4% | +93.3% |
| 10Y | +804.5% | +139.1% | +665.4% | +510.7% |
| All | +6,288.2% | +985.3% | +5,302.9% | +2,163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling