+139.8%
CNP vs DRI
+370.8%
-230.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -4.3% | +3.1% | -7.4% | -5.2% |
| 30D | +5.7% | +16.2% | -10.5% | +1.3% |
| 3M | +0.9% | +8.4% | -7.4% | -1.7% |
| 6M | -1.1% | +19.0% | -20.1% | -6.4% |
| YTD | +8.3% | +28.8% | -20.6% | -0.4% |
| 1Y | +5.9% | +33.1% | -27.2% | -3.6% |
| 3Y | +64.6% | +70.8% | -6.1% | +36.3% |
| 5Y | +74.6% | +74.2% | +0.3% | +40.9% |
| 10Y | +139.8% | +345.5% | -205.7% | +47.5% |
| All | +139.8% | +370.8% | -230.9% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling