+823.3%
CNP vs DGX
+8,796.3%
-7,973.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.6% | -0.3% | +2.0% | +1.7% |
| 30D | -0.8% | -1.2% | +0.4% | -0.6% |
| 3M | -3.6% | +19.9% | -23.5% | -7.1% |
| 6M | -6.9% | +19.2% | -26.2% | -10.3% |
| YTD | +6.4% | +37.5% | -31.1% | -0.4% |
| 1Y | +9.9% | +31.3% | -21.3% | +3.7% |
| 3Y | +53.1% | +96.6% | -43.5% | +32.9% |
| 5Y | +72.0% | +64.3% | +7.7% | +53.6% |
| 10Y | +131.5% | +241.1% | -109.6% | +80.7% |
| All | +823.3% | +8,796.3% | -7,973.0% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling