+92.3%
CNP vs DBX
+20.1%
+72.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | -1.8% | -0.5% | -1.3% | -1.9% |
| 3M | -4.6% | +28.1% | -32.7% | -7.5% |
| 6M | -8.8% | +33.1% | -41.9% | -12.4% |
| YTD | +5.2% | +25.3% | -20.1% | +1.8% |
| 1Y | +8.3% | +18.3% | -10.0% | +5.4% |
| 3Y | +54.9% | +25.0% | +29.9% | +46.9% |
| 5Y | +73.5% | +7.5% | +66.0% | +65.5% |
| All | +92.3% | +20.1% | +72.2% | +62.2% |
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