+5.8%
CNP vs D
+15.4%
-9.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.5% | -3.1% | +5.5% | +3.9% |
| 30D | +4.0% | +8.4% | -4.3% | -0.4% |
| 3M | +1.6% | +0.2% | +1.4% | +1.1% |
| 6M | -1.7% | +9.5% | -11.1% | -5.6% |
| YTD | +8.6% | +18.8% | -10.2% | -0.3% |
| All | +5.8% | +15.4% | -9.6% | -1.5% |
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