+1,827.1%
CNP vs D
+2,488.7%
-661.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -5.3% | +6.9% | -12.2% | -10.3% |
| 30D | +3.7% | +12.3% | -8.7% | -5.4% |
| 3M | -1.1% | +3.0% | -4.1% | -3.7% |
| 6M | -7.1% | +12.8% | -19.9% | -16.1% |
| YTD | +6.0% | +22.6% | -16.5% | -10.2% |
| 1Y | +5.2% | +21.7% | -16.5% | -10.6% |
| 3Y | +57.5% | +83.9% | -26.4% | -6.2% |
| 5Y | +70.0% | +14.0% | +56.1% | +45.0% |
| 10Y | +137.8% | +45.6% | +92.2% | +62.9% |
| All | +1,827.1% | +2,488.7% | -661.5% | +93.3% |
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