+144.0%
CNP vs D
+47.5%
+96.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.1% | -2.4% | +2.3% | +1.5% |
| 30D | +5.0% | +9.0% | -3.9% | -1.3% |
| 3M | +2.7% | +1.0% | +1.7% | +1.6% |
| 6M | -1.9% | +11.0% | -12.9% | -9.4% |
| YTD | +8.8% | +19.8% | -11.0% | -4.8% |
| 1Y | +5.6% | +16.0% | -10.3% | -5.6% |
| 3Y | +63.2% | +74.4% | -11.1% | +5.6% |
| 5Y | +73.8% | +13.5% | +60.2% | +53.9% |
| 10Y | +144.0% | +48.4% | +95.7% | +85.4% |
| All | +144.0% | +47.5% | +96.6% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling