+1,886.0%
CNP vs DTE
+3,620.6%
-1,734.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +1.3% | +3.4% | -2.1% | -1.3% |
| 30D | +3.8% | +8.9% | -5.1% | -2.9% |
| 3M | +2.4% | +1.1% | +1.3% | +1.4% |
| 6M | -1.2% | +0.1% | -1.3% | -1.3% |
| YTD | +9.3% | +11.1% | -1.8% | +0.6% |
| 1Y | +6.4% | +4.9% | +1.5% | +2.3% |
| 3Y | +66.4% | +58.6% | +7.8% | +15.3% |
| 5Y | +75.7% | +47.3% | +28.4% | +28.8% |
| 10Y | +145.1% | +151.3% | -6.2% | +22.4% |
| All | +1,886.0% | +3,620.6% | -1,734.6% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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