+15.8%
DE vs CNP
-1.9%
+17.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.3% | +2.5% | -0.1% | +2.0% |
| 30D | +4.4% | +4.0% | +0.4% | +3.9% |
| 3M | +9.8% | +1.6% | +8.1% | +9.4% |
| 6M | +15.8% | -1.7% | +17.5% | +16.2% |
| All | +15.8% | -1.9% | +17.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling