+72.0%
CNP vs DG
-37.3%
+109.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | +1.6% | -2.5% | +4.1% | +1.9% |
| 30D | -0.8% | +1.0% | -1.8% | -0.9% |
| 3M | -3.6% | +20.3% | -23.9% | -5.4% |
| 6M | -6.9% | -11.7% | +4.8% | -6.0% |
| YTD | +6.4% | -2.3% | +8.8% | +6.3% |
| 1Y | +9.9% | +20.0% | -10.1% | +7.2% |
| 3Y | +53.1% | +7.2% | +45.9% | +48.5% |
| 5Y | +72.0% | -37.9% | +109.9% | +79.6% |
| All | +72.0% | -37.3% | +109.2% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling