+1,812.7%
CNP vs D
+2,347.4%
-534.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -1.8% | -3.6% | +1.7% | +0.9% |
| 3M | -4.6% | -1.0% | -3.7% | -3.9% |
| 6M | -8.8% | +6.3% | -15.1% | -13.6% |
| YTD | +5.2% | +14.7% | -9.5% | -6.0% |
| 1Y | +8.3% | +16.9% | -8.6% | -4.9% |
| 3Y | +54.9% | +56.8% | -1.9% | +4.1% |
| 5Y | +73.5% | +5.2% | +68.3% | +57.5% |
| 10Y | +139.1% | +35.9% | +103.3% | +73.4% |
| All | +1,812.7% | +2,347.4% | -534.7% | +100.8% |
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