+858.0%
CNP vs DVA
+4,923.3%
-4,065.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.3% | -8.8% | +10.1% | +2.1% |
| 30D | +3.8% | -3.4% | +7.2% | +4.0% |
| 3M | +2.4% | -2.6% | +4.9% | +2.4% |
| 6M | -1.2% | -11.9% | +10.7% | -0.5% |
| YTD | +9.3% | +53.6% | -44.4% | +4.0% |
| 1Y | +6.4% | +41.9% | -35.4% | +2.0% |
| 3Y | +66.4% | +97.5% | -31.2% | +53.8% |
| 5Y | +75.7% | +65.0% | +10.7% | +62.5% |
| 10Y | +145.1% | +193.2% | -48.1% | +114.6% |
| All | +858.0% | +4,923.3% | -4,065.3% | +682.0% |
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