+1,888.4%
CNP vs DD
+1,166.0%
+722.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | -3.0% | +2.2% | -5.3% | -3.6% |
| 30D | +6.8% | +20.7% | -13.8% | +1.5% |
| 3M | +3.6% | +11.3% | -7.7% | +0.5% |
| 6M | 0.0% | +6.0% | -6.0% | -2.1% |
| YTD | +9.4% | +31.7% | -22.3% | +0.4% |
| 1Y | +6.8% | +32.2% | -25.4% | -2.2% |
| 3Y | +64.2% | +92.7% | -28.5% | +32.4% |
| 5Y | +76.0% | +72.1% | +3.9% | +43.9% |
| 10Y | +143.3% | +99.7% | +43.7% | +80.5% |
| All | +1,888.4% | +1,166.0% | +722.4% | +837.3% |
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