+1,860.4%
CNP vs D
+2,450.0%
-589.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.9% |
| 7D | -4.2% | +3.0% | -7.2% | -6.6% |
| 30D | +5.5% | +11.5% | -6.0% | -3.2% |
| 3M | +0.6% | +3.7% | -3.2% | -2.6% |
| 6M | -2.8% | +13.5% | -16.4% | -12.7% |
| YTD | +7.9% | +20.7% | -12.9% | -7.7% |
| 1Y | +6.7% | +18.2% | -11.6% | -7.4% |
| 3Y | +61.1% | +73.3% | -12.2% | +0.6% |
| 5Y | +73.0% | +12.3% | +60.7% | +49.1% |
| 10Y | +141.9% | +43.4% | +98.5% | +67.5% |
| All | +1,860.4% | +2,450.0% | -589.6% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling