+143.3%
CNP vs DG
+119.6%
+23.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -3.0% | +5.2% | -8.2% | -3.9% |
| 30D | +6.8% | +7.9% | -1.1% | +5.3% |
| 3M | +3.6% | +12.7% | -9.1% | +1.3% |
| 6M | 0.0% | +22.4% | -22.4% | -4.0% |
| YTD | +9.4% | +5.4% | +4.0% | +7.4% |
| 1Y | +6.8% | +39.4% | -32.6% | -0.6% |
| 3Y | +64.2% | +24.1% | +40.0% | +50.6% |
| 5Y | +76.0% | -32.2% | +108.2% | +83.6% |
| 10Y | +143.3% | +111.8% | +31.5% | +108.3% |
| All | +143.3% | +119.6% | +23.8% | +108.3% |
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