+1,208.2%
CNP vs DHI
+12,596.5%
-11,388.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | -0.1% | -5.3% | +5.2% | +0.6% |
| 3M | -5.6% | -7.8% | +2.1% | -4.8% |
| 6M | -7.5% | -5.4% | -2.1% | -7.2% |
| YTD | +5.5% | -2.7% | +8.2% | +5.2% |
| 1Y | +8.3% | -21.0% | +29.3% | +11.0% |
| 3Y | +51.8% | +22.2% | +29.6% | +43.8% |
| 5Y | +69.9% | +62.2% | +7.7% | +52.2% |
| 10Y | +139.9% | +414.3% | -274.3% | +81.3% |
| All | +1,208.2% | +12,596.5% | -11,388.3% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling