+14,331.0%
DE vs CNP
+1,888.5%
+12,442.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.3% | +2.5% | -0.1% | +1.7% |
| 30D | +4.4% | +4.0% | +0.4% | +3.4% |
| 3M | +9.8% | +1.6% | +8.1% | +9.2% |
| 6M | +15.8% | -1.7% | +17.5% | +16.0% |
| YTD | +47.0% | +8.6% | +38.3% | +43.9% |
| 1Y | +42.8% | +5.8% | +37.0% | +40.6% |
| 3Y | +88.9% | +63.0% | +25.9% | +67.0% |
| 5Y | +101.9% | +74.7% | +27.2% | +75.1% |
| 10Y | +767.5% | +143.7% | +623.8% | +580.6% |
| All | +14,331.0% | +1,888.5% | +12,442.5% | +6,742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling