+6.4%
CNP vs D
+15.6%
-9.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.9% |
| 30D | +3.8% | +7.7% | -3.9% | -0.3% |
| 3M | +2.4% | -0.3% | +2.6% | +2.1% |
| 6M | -1.2% | +10.1% | -11.2% | -5.4% |
| YTD | +9.3% | +19.1% | -9.8% | +0.2% |
| 1Y | +6.4% | +15.9% | -9.5% | -1.1% |
| All | +6.4% | +15.6% | -9.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling