+132.5%
CNP vs DGX
+255.3%
-122.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -2.9% | -1.2% | -1.8% | -2.6% |
| 3M | -7.5% | +15.8% | -23.3% | -13.0% |
| 6M | -7.9% | +18.2% | -26.1% | -14.2% |
| YTD | +3.7% | +37.2% | -33.5% | -9.4% |
| 1Y | +4.6% | +30.4% | -25.8% | -6.9% |
| 3Y | +49.1% | +96.7% | -47.6% | +10.2% |
| 5Y | +69.2% | +67.2% | +2.1% | +31.6% |
| All | +132.5% | +255.3% | -122.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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