+98.5%
CNP vs DBX
+15.6%
+83.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.5% | -6.3% | +8.7% | +3.1% |
| 30D | +4.0% | -5.9% | +9.9% | +4.6% |
| 3M | +1.6% | -0.4% | +2.0% | +1.4% |
| 6M | -1.7% | +29.8% | -31.5% | -5.2% |
| YTD | +8.6% | +20.5% | -11.9% | +5.3% |
| 1Y | +5.8% | +8.7% | -2.8% | +3.9% |
| 3Y | +63.0% | +25.9% | +37.1% | +54.0% |
| 5Y | +74.7% | +24.2% | +50.5% | +62.7% |
| All | +98.5% | +15.6% | +83.0% | +67.8% |
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 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