+186.6%
DLR vs CNP
+145.0%
+41.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +2.5% | +2.6% | +4.0% |
| 30D | +3.0% | +4.0% | -1.0% | +1.2% |
| 3M | -6.3% | +1.6% | -7.9% | -7.0% |
| 6M | -4.8% | -1.7% | -3.1% | -4.3% |
| YTD | +21.0% | +8.6% | +12.4% | +16.5% |
| 1Y | +15.1% | +5.8% | +9.3% | +12.0% |
| 3Y | +56.0% | +63.0% | -7.0% | +26.0% |
| 5Y | +39.1% | +74.7% | -35.5% | +9.9% |
| All | +186.6% | +145.0% | +41.6% | +73.8% |
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