+69.9%
CNP vs DBX
+8.9%
+61.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -5.6% | +26.1% | -31.7% | -7.1% |
| 6M | -7.5% | +29.4% | -36.8% | -9.3% |
| YTD | +5.5% | +24.4% | -18.9% | +3.8% |
| 1Y | +8.3% | +10.9% | -2.5% | +7.5% |
| 3Y | +51.8% | +24.1% | +27.7% | +46.5% |
| 5Y | +69.9% | +7.8% | +62.1% | +56.8% |
| All | +69.9% | +8.9% | +61.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling