+140.6%
CNP vs DG
+105.9%
+34.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.2% |
| 7D | +2.5% | -2.5% | +4.9% | +2.8% |
| 30D | +4.0% | +7.7% | -3.6% | +2.6% |
| 3M | +1.6% | +13.1% | -11.5% | -0.7% |
| 6M | -1.7% | +32.0% | -33.7% | -6.7% |
| YTD | +8.6% | +3.3% | +5.3% | +7.0% |
| 1Y | +5.8% | +31.7% | -25.8% | -0.5% |
| 3Y | +63.0% | +21.7% | +41.3% | +50.0% |
| 5Y | +74.7% | -34.7% | +109.4% | +83.9% |
| All | +140.6% | +105.9% | +34.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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