+1,867.7%
CNP vs DD
+1,151.9%
+715.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -1.2% |
| 7D | -4.3% | +9.8% | -14.1% | -6.8% |
| 30D | +5.7% | +19.3% | -13.6% | +0.8% |
| 3M | +0.9% | +9.4% | -8.5% | -1.7% |
| 6M | -1.1% | +4.8% | -5.9% | -2.9% |
| YTD | +8.3% | +30.2% | -22.0% | -0.4% |
| 1Y | +5.9% | +32.2% | -26.3% | -3.0% |
| 3Y | +64.6% | +93.1% | -28.5% | +32.7% |
| 5Y | +74.6% | +68.0% | +6.6% | +43.6% |
| 10Y | +139.8% | +98.5% | +41.4% | +78.2% |
| All | +1,867.7% | +1,151.9% | +715.7% | +830.2% |
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