+131.5%
CNP vs DRI
+350.3%
-218.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.6% |
| 7D | +1.6% | -1.2% | +2.9% | +2.0% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | -3.6% | +9.5% | -13.1% | -6.3% |
| 6M | -6.9% | +6.5% | -13.4% | -9.1% |
| YTD | +6.4% | +18.4% | -12.0% | +0.5% |
| 1Y | +9.9% | +4.2% | +5.7% | +7.3% |
| 3Y | +53.1% | +57.1% | -4.0% | +29.9% |
| 5Y | +72.0% | +70.4% | +1.5% | +39.4% |
| 10Y | +131.5% | +354.0% | -222.5% | +37.8% |
| All | +131.5% | +350.3% | -218.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DRI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling