+176.7%
DLR vs CNP
+132.2%
+44.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | -1.2% | -0.1% | -1.1% | -1.1% |
| 3M | +2.9% | -5.6% | +8.5% | +5.3% |
| 6M | +6.7% | -7.5% | +14.2% | +9.9% |
| YTD | +23.9% | +5.5% | +18.4% | +20.8% |
| 1Y | +18.6% | +8.3% | +10.3% | +14.3% |
| 3Y | +59.7% | +51.8% | +7.9% | +32.4% |
| 5Y | +42.1% | +69.9% | -27.8% | +13.0% |
| 10Y | +176.7% | +139.9% | +36.8% | +58.5% |
| All | +176.7% | +132.2% | +44.5% | +58.5% |
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