+246.2%
DIA vs CNP
+135.4%
+110.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | +0.1% | +1.6% | -1.6% | -0.6% |
| 30D | -2.1% | -0.8% | -1.3% | -1.9% |
| 3M | +4.2% | -3.6% | +7.7% | +5.3% |
| 6M | +11.9% | -6.9% | +18.8% | +14.4% |
| YTD | +10.8% | +6.4% | +4.4% | +7.5% |
| 1Y | +17.5% | +9.9% | +7.6% | +12.4% |
| 3Y | +59.9% | +53.1% | +6.8% | +32.5% |
| 5Y | +64.1% | +72.0% | -7.8% | +28.5% |
| 10Y | +246.2% | +131.5% | +114.7% | +122.0% |
| All | +246.2% | +135.4% | +110.8% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling