+478.5%
CNP vs DG
+606.1%
-127.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +1.1% | +8.4% | -7.3% | -0.2% |
| 30D | -1.8% | +4.9% | -6.8% | -2.7% |
| 3M | -4.6% | +29.3% | -34.0% | -8.8% |
| 6M | -8.8% | -11.3% | +2.4% | -7.5% |
| YTD | +5.2% | +1.8% | +3.5% | +4.2% |
| 1Y | +8.3% | +25.3% | -17.0% | +3.1% |
| 3Y | +54.9% | +9.1% | +45.8% | +46.6% |
| 5Y | +73.5% | -34.9% | +108.4% | +79.3% |
| 10Y | +139.1% | +108.2% | +31.0% | +101.1% |
| All | +478.5% | +606.1% | -127.6% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling