+984.9%
CNP vs DRI
+7,577.6%
-6,592.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -4.6% | +13.0% | -17.7% | -7.2% |
| 6M | -8.8% | +8.3% | -17.2% | -10.7% |
| YTD | +5.2% | +20.6% | -15.4% | +0.6% |
| 1Y | +8.3% | +6.5% | +1.9% | +6.0% |
| 3Y | +54.9% | +53.7% | +1.2% | +38.7% |
| 5Y | +73.5% | +72.7% | +0.8% | +49.7% |
| 10Y | +139.1% | +363.2% | -224.0% | +61.4% |
| All | +984.9% | +7,577.6% | -6,592.7% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling