+99.9%
CNP vs DBX
+11.7%
+88.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -3.0% | -7.3% | +4.3% | -2.3% |
| 30D | +6.8% | -5.7% | +12.5% | +7.4% |
| 3M | +3.6% | -6.3% | +10.0% | +4.1% |
| 6M | 0.0% | +12.1% | -12.1% | -1.9% |
| YTD | +9.4% | +16.5% | -7.1% | +6.5% |
| 1Y | +6.8% | +6.1% | +0.8% | +5.2% |
| 3Y | +64.2% | +21.8% | +42.4% | +55.6% |
| 5Y | +76.0% | +19.1% | +56.9% | +64.8% |
| All | +99.9% | +11.7% | +88.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling