+132.5%
CNP vs DG
+99.2%
+33.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | -2.2% | -6.3% | +4.1% | -1.1% |
| 30D | -2.1% | +2.4% | -4.5% | -2.5% |
| 3M | -7.9% | +12.4% | -20.3% | -10.0% |
| 6M | -8.3% | -14.9% | +6.6% | -6.3% |
| YTD | +3.8% | -6.1% | +9.8% | +4.1% |
| 1Y | +5.9% | +17.9% | -12.0% | +1.6% |
| 3Y | +49.3% | +3.1% | +46.1% | +42.1% |
| 5Y | +69.3% | -38.7% | +107.9% | +79.3% |
| All | +132.5% | +99.2% | +33.3% | +102.9% |
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