+854.6%
DE vs CNP
+137.1%
+717.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.5% |
| 30D | +9.7% | -2.1% | +11.8% | +10.5% |
| 3M | +21.4% | -7.9% | +29.3% | +25.3% |
| 6M | +15.0% | -8.3% | +23.3% | +18.8% |
| YTD | +46.4% | +3.8% | +42.6% | +43.8% |
| 1Y | +45.6% | +5.9% | +39.8% | +41.6% |
| 3Y | +76.8% | +49.3% | +27.5% | +46.7% |
| 5Y | +99.4% | +69.3% | +30.1% | +55.3% |
| All | +854.6% | +137.1% | +717.5% | +512.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling