+1,106.2%
DELL vs CNP
+70.6%
+1,035.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +8.7% | +0.7% | +8.1% | +8.7% |
| 30D | +16.9% | -0.1% | +17.0% | +16.9% |
| 3M | +40.4% | -5.6% | +46.1% | +41.0% |
| 6M | +267.1% | -7.5% | +274.6% | +269.2% |
| YTD | +329.1% | +5.5% | +323.6% | +322.7% |
| 1Y | +346.9% | +8.3% | +338.6% | +337.6% |
| 3Y | +696.6% | +51.8% | +644.9% | +615.5% |
| 5Y | +1,106.2% | +69.9% | +1,036.3% | +957.0% |
| All | +1,106.2% | +70.6% | +1,035.6% | +957.0% |
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