+194.3%
CDE vs CNP
+66.3%
+128.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.3% |
| 7D | -6.1% | -2.2% | -3.9% | -4.9% |
| 30D | +9.5% | -2.1% | +11.5% | +10.6% |
| 3M | +32.0% | -7.9% | +39.9% | +37.3% |
| 6M | -12.8% | -8.3% | -4.5% | -9.7% |
| YTD | +14.2% | +3.8% | +10.4% | +8.6% |
| 1Y | +36.3% | +5.9% | +30.4% | +27.7% |
| 3Y | +821.4% | +49.3% | +772.1% | +540.2% |
| 5Y | +194.3% | +69.3% | +125.0% | +109.3% |
| All | +194.3% | +66.3% | +128.0% | +109.3% |
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