+61.1%
CNP vs DG
+19.3%
+41.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.9% |
| 7D | -4.2% | +1.1% | -5.3% | -4.3% |
| 30D | +5.5% | +9.5% | -4.0% | +4.8% |
| 3M | +0.6% | +5.5% | -4.9% | +0.1% |
| 6M | -2.8% | +16.1% | -18.9% | -4.1% |
| YTD | +7.9% | +2.7% | +5.2% | +7.4% |
| 1Y | +6.7% | +42.1% | -35.4% | +3.3% |
| 3Y | +61.1% | +19.3% | +41.9% | +49.5% |
| All | +61.1% | +19.3% | +41.8% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling