+143.3%
CNP vs DD
+100.9%
+42.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | -3.0% | +2.2% | -5.3% | -3.7% |
| 30D | +6.8% | +20.7% | -13.8% | +0.6% |
| 3M | +3.6% | +11.3% | -7.7% | 0.0% |
| 6M | 0.0% | +6.0% | -6.0% | -2.5% |
| YTD | +9.4% | +31.7% | -22.3% | -1.5% |
| 1Y | +6.8% | +32.2% | -25.4% | -4.1% |
| 3Y | +64.2% | +92.7% | -28.5% | +24.8% |
| 5Y | +76.0% | +72.1% | +3.9% | +36.1% |
| 10Y | +143.3% | +99.7% | +43.7% | +39.6% |
| All | +143.3% | +100.9% | +42.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling