+1,129.1%
DIA vs CNP
+621.9%
+507.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -1.5% | -1.8% | +0.3% | -1.2% |
| 3M | +3.8% | -4.6% | +8.4% | +4.7% |
| 6M | +10.3% | -8.8% | +19.1% | +12.2% |
| YTD | +12.1% | +5.2% | +6.9% | +10.5% |
| 1Y | +18.6% | +8.3% | +10.3% | +16.2% |
| 3Y | +60.6% | +54.9% | +5.7% | +44.7% |
| 5Y | +64.4% | +73.5% | -9.1% | +44.2% |
| 10Y | +250.1% | +139.1% | +111.0% | +180.3% |
| All | +1,129.1% | +621.9% | +507.2% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling