+822.6%
CNP vs DVA
+5,194.7%
-4,372.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | -1.8% | -2.5% | +0.7% | -1.6% |
| 3M | -4.6% | -4.3% | -0.4% | -4.4% |
| 6M | -8.8% | +18.9% | -27.7% | -10.8% |
| YTD | +5.2% | +61.9% | -56.7% | -0.1% |
| 1Y | +8.3% | +35.7% | -27.4% | +4.4% |
| 3Y | +54.9% | +78.6% | -23.8% | +44.3% |
| 5Y | +73.5% | +39.2% | +34.3% | +63.2% |
| 10Y | +139.1% | +184.0% | -44.9% | +109.8% |
| All | +822.6% | +5,194.7% | -4,372.0% | +651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling