+47.9%
DE vs CNP
+7.2%
+40.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | +13.3% | -1.8% | +15.1% | +14.0% |
| 3M | +17.5% | -4.6% | +22.1% | +19.1% |
| 6M | +13.6% | -8.8% | +22.4% | +17.4% |
| YTD | +49.8% | +5.2% | +44.6% | +47.9% |
| 1Y | +47.9% | +8.3% | +39.6% | +43.8% |
| All | +47.9% | +7.2% | +40.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling