+177.5%
DLR vs CNP
+142.6%
+34.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.4% | -4.3% | +6.7% | +4.2% |
| 30D | +0.7% | +5.7% | -5.0% | -1.6% |
| 3M | -6.4% | +0.9% | -7.4% | -6.9% |
| 6M | -6.5% | -1.1% | -5.5% | -6.4% |
| YTD | +18.8% | +8.3% | +10.5% | +14.6% |
| 1Y | +9.0% | +5.9% | +3.1% | +6.1% |
| 3Y | +54.5% | +64.6% | -10.1% | +24.2% |
| 5Y | +35.8% | +74.6% | -38.7% | +7.3% |
| 10Y | +177.5% | +139.8% | +37.6% | +62.4% |
| All | +177.5% | +142.6% | +34.9% | +62.4% |
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 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