+319.1%
DELL vs CNP
+7.2%
+311.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.2% |
| 7D | +14.9% | +1.1% | +13.8% | +15.3% |
| 30D | +13.3% | -1.8% | +15.1% | +12.4% |
| 3M | +24.4% | -4.6% | +29.0% | +22.1% |
| 6M | +258.0% | -8.8% | +266.9% | +251.4% |
| YTD | +320.2% | +5.2% | +315.0% | +326.0% |
| 1Y | +319.1% | +8.3% | +310.7% | +341.2% |
| All | +319.1% | +7.2% | +311.8% | +341.2% |
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 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