+1,834.4%
CNP vs DTE
+3,521.9%
-1,687.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.5% |
| 7D | +1.6% | +0.9% | +0.8% | +1.0% |
| 30D | -0.8% | -1.9% | +1.1% | +0.7% |
| 3M | -3.6% | -3.3% | -0.2% | -1.0% |
| 6M | -6.9% | -7.1% | +0.2% | -1.6% |
| YTD | +6.4% | +8.1% | -1.7% | +0.2% |
| 1Y | +9.9% | +5.3% | +4.7% | +5.6% |
| 3Y | +53.1% | +48.2% | +4.9% | +11.8% |
| 5Y | +72.0% | +33.2% | +38.7% | +36.2% |
| 10Y | +131.5% | +137.5% | -6.0% | +20.7% |
| All | +1,834.4% | +3,521.9% | -1,687.5% | +105.2% |
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