+633.1%
DELL vs CNP
+75.8%
+557.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.6% | +12.3% | +11.8% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -35.1% | +5.0% | -40.2% | -35.4% |
| 3M | -15.1% | +2.7% | -17.8% | -15.4% |
| 6M | +51.7% | -1.9% | +53.6% | +51.6% |
| YTD | +200.0% | +8.8% | +191.2% | +194.6% |
| 1Y | +172.1% | +5.6% | +166.5% | +168.5% |
| 3Y | +431.2% | +63.2% | +368.0% | +366.8% |
| 5Y | +633.1% | +73.8% | +559.3% | +527.4% |
| All | +633.1% | +75.8% | +557.3% | +527.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling