+166.6%
DELL vs CNP
+5.5%
+161.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +17.1% | +2.5% | +14.7% | +17.1% |
| 30D | -35.1% | +4.0% | -39.1% | -34.2% |
| 3M | -23.3% | +1.6% | -24.9% | -23.3% |
| 6M | +55.8% | -1.7% | +57.5% | +53.9% |
| YTD | +198.0% | +8.6% | +189.3% | +200.7% |
| 1Y | +166.6% | +5.8% | +160.8% | +172.1% |
| All | +166.6% | +5.5% | +161.1% | +172.1% |
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