+74.6%
CNP vs DD
+71.8%
+2.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.6% |
| 7D | -4.3% | +9.8% | -14.1% | -5.8% |
| 30D | +5.7% | +19.3% | -13.6% | +2.6% |
| 3M | +0.9% | +9.4% | -8.5% | -0.7% |
| 6M | -1.1% | +4.8% | -5.9% | -2.1% |
| YTD | +8.3% | +30.2% | -22.0% | +2.3% |
| 1Y | +5.9% | +32.2% | -26.3% | -0.3% |
| 3Y | +64.6% | +93.1% | -28.5% | +39.8% |
| 5Y | +74.6% | +68.0% | +6.6% | +48.8% |
| All | +74.6% | +71.8% | +2.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling