+69.9%
CNP vs DVA
+41.6%
+28.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +0.7% | +2.0% | -1.4% | +0.5% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | -5.6% | -7.7% | +2.0% | -5.2% |
| 6M | -7.5% | +20.0% | -27.4% | -9.2% |
| YTD | +5.5% | +61.1% | -55.6% | +0.5% |
| 1Y | +8.3% | +33.9% | -25.5% | +5.0% |
| 3Y | +51.8% | +91.5% | -39.8% | +42.3% |
| 5Y | +69.9% | +41.8% | +28.1% | +63.9% |
| All | +69.9% | +41.6% | +28.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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