+139.9%
CNP vs DD
+64.9%
+75.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | +0.7% | -3.8% | +4.4% | +1.8% |
| 30D | -0.1% | -9.2% | +9.2% | +2.9% |
| 3M | -5.6% | -9.0% | +3.4% | -3.2% |
| 6M | -7.5% | -5.0% | -2.5% | -7.0% |
| YTD | +5.5% | +7.4% | -1.9% | +1.4% |
| 1Y | +8.3% | +35.1% | -26.8% | -4.1% |
| 3Y | +51.8% | +43.2% | +8.5% | +27.3% |
| 5Y | +69.9% | +59.6% | +10.2% | +32.2% |
| 10Y | +139.9% | +66.5% | +73.4% | +41.9% |
| All | +139.9% | +64.9% | +75.0% | +41.9% |
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