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  • CNP vs DRI✓SelectedUSD · DRICNP vs DRI performance historyLatest closeAs of+0.37%11/09
Stock and ETF performance explorer

CNP vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+139.8%
DRI return
+370.8%
Excess return
-230.9%
Maximum drawdown
-59.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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