+1,812.7%
CNP vs DD
+961.9%
+850.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +1.1% | -3.5% | +4.6% | +2.0% |
| 30D | -1.8% | -10.3% | +8.5% | +1.0% |
| 3M | -4.6% | -7.5% | +2.9% | -3.0% |
| 6M | -8.8% | -8.0% | -0.8% | -7.6% |
| YTD | +5.2% | +10.5% | -5.2% | +1.3% |
| 1Y | +8.3% | +38.3% | -30.0% | -2.2% |
| 3Y | +54.9% | +42.5% | +12.4% | +35.4% |
| 5Y | +73.5% | +60.2% | +13.3% | +44.3% |
| 10Y | +139.1% | +68.9% | +70.3% | +85.7% |
| All | +1,812.7% | +961.9% | +850.8% | +846.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling