+142.0%
CNP vs DLTR
+76.3%
+65.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.0% |
| 7D | +1.3% | +5.3% | -4.0% | +0.4% |
| 30D | +3.8% | +13.4% | -9.6% | +1.3% |
| 3M | +2.4% | +6.6% | -4.2% | +0.8% |
| 6M | -1.2% | +59.1% | -60.3% | -9.9% |
| YTD | +9.3% | +12.3% | -3.0% | +5.6% |
| 1Y | +6.4% | +33.9% | -27.4% | -0.8% |
| 3Y | +66.4% | +23.0% | +43.4% | +53.5% |
| 5Y | +75.7% | +22.1% | +53.6% | +54.2% |
| All | +142.0% | +76.3% | +65.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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