+14,609.3%
DE vs CNP
+1,826.3%
+12,782.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +10.0% | +1.1% | +8.9% | +9.7% |
| 30D | +13.3% | -1.8% | +15.1% | +13.8% |
| 3M | +17.5% | -4.6% | +22.1% | +18.7% |
| 6M | +13.6% | -8.8% | +22.4% | +15.9% |
| YTD | +49.8% | +5.2% | +44.6% | +47.9% |
| 1Y | +47.9% | +8.3% | +39.6% | +44.8% |
| 3Y | +72.5% | +54.9% | +17.6% | +54.4% |
| 5Y | +90.2% | +73.5% | +16.7% | +65.4% |
| 10Y | +865.4% | +139.1% | +726.2% | +661.2% |
| All | +14,609.3% | +1,826.3% | +12,782.9% | +6,933.2% |
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 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