+69.6%
CNP vs DHI
+61.2%
+8.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.4% | -3.4% | +2.0% | -1.0% |
| 30D | -2.9% | -5.4% | +2.5% | -2.3% |
| 3M | -7.5% | -10.4% | +2.9% | -6.3% |
| 6M | -7.9% | -2.8% | -5.1% | -8.0% |
| YTD | +3.7% | -3.4% | +7.2% | +3.6% |
| 1Y | +4.6% | -22.9% | +27.5% | +7.7% |
| 3Y | +49.1% | +20.7% | +28.5% | +39.6% |
| All | +69.6% | +61.2% | +8.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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