+69.3%
CNP vs DGX
+59.5%
+9.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -2.2% | -3.5% | +1.3% | -1.1% |
| 30D | -2.1% | -2.7% | +0.6% | -1.3% |
| 3M | -7.9% | +13.9% | -21.8% | -11.8% |
| 6M | -8.3% | +16.0% | -24.3% | -12.8% |
| YTD | +3.8% | +34.9% | -31.2% | -6.3% |
| 1Y | +5.9% | +30.6% | -24.7% | -3.6% |
| 3Y | +49.3% | +93.0% | -43.7% | +17.9% |
| 5Y | +69.3% | +64.4% | +4.9% | +37.3% |
| All | +69.3% | +59.5% | +9.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling