+74.4%
CNP vs DRI
+72.9%
+1.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -1.8% | +3.8% | -5.7% | -2.5% |
| 3M | -4.6% | +13.0% | -17.7% | -6.8% |
| 6M | -8.8% | +8.3% | -17.2% | -10.4% |
| YTD | +5.2% | +20.6% | -15.4% | +1.1% |
| 1Y | +8.3% | +6.5% | +1.9% | +6.5% |
| 3Y | +54.9% | +53.7% | +1.2% | +39.4% |
| All | +74.4% | +72.9% | +1.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling