+13.0%
DLR vs CNP
+8.7%
+4.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.8% |
| 7D | +2.8% | -1.3% | +4.2% | +3.1% |
| 30D | +2.8% | +8.7% | -5.9% | -0.9% |
| 3M | -4.0% | -0.7% | -3.3% | -4.4% |
| 6M | -5.6% | -4.2% | -1.4% | -4.8% |
| YTD | +21.9% | +8.9% | +13.1% | +18.2% |
| 1Y | +13.0% | +8.3% | +4.7% | +10.4% |
| All | +13.0% | +8.7% | +4.3% | +10.4% |
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 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