+143.3%
DELL vs CNP
+8.7%
+134.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.5% | -5.3% | -9.4% |
| 7D | -24.6% | -1.3% | -23.3% | -24.6% |
| 30D | -32.5% | +8.7% | -41.2% | -31.0% |
| 3M | -20.2% | -0.7% | -19.5% | -21.2% |
| 6M | +76.5% | -4.2% | +80.7% | +73.9% |
| YTD | +198.9% | +8.9% | +190.1% | +204.0% |
| 1Y | +143.3% | +8.3% | +135.0% | +149.7% |
| All | +143.3% | +8.7% | +134.6% | +149.7% |
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