+72.0%
CNP vs DBX
+7.2%
+64.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.1% | +1.3% |
| 7D | +1.6% | -1.3% | +3.0% | +1.7% |
| 30D | -0.8% | -2.9% | +2.1% | -0.7% |
| 3M | -3.6% | +23.8% | -27.4% | -5.0% |
| 6M | -6.9% | +26.2% | -33.2% | -8.6% |
| YTD | +6.4% | +21.6% | -15.2% | +4.8% |
| 1Y | +9.9% | +11.4% | -1.5% | +9.0% |
| 3Y | +53.1% | +21.3% | +31.8% | +48.0% |
| 5Y | +72.0% | +6.7% | +65.3% | +59.6% |
| All | +72.0% | +7.2% | +64.8% | +59.6% |
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