+74.7%
CNP vs DVA
+63.0%
+11.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.2% |
| 7D | +2.5% | -10.7% | +13.1% | +3.2% |
| 30D | +4.0% | -4.4% | +8.4% | +4.2% |
| 3M | +1.6% | -4.1% | +5.7% | +1.7% |
| 6M | -1.7% | -13.2% | +11.5% | -1.0% |
| YTD | +8.6% | +53.2% | -44.6% | +3.8% |
| 1Y | +5.8% | +40.8% | -35.0% | +1.9% |
| 3Y | +63.0% | +109.7% | -46.7% | +52.4% |
| 5Y | +74.7% | +64.5% | +10.1% | +64.6% |
| All | +74.7% | +63.0% | +11.7% | +64.6% |
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