+47.3%
DLR vs CNP
+60.3%
-13.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -3.6% | -4.2% | +0.6% | -2.1% |
| 30D | -3.5% | +5.5% | -9.0% | -5.6% |
| 3M | -8.9% | +0.6% | -9.5% | -9.3% |
| 6M | -11.6% | -2.8% | -8.7% | -10.9% |
| YTD | +14.9% | +7.9% | +7.0% | +11.3% |
| 1Y | +6.4% | +6.7% | -0.2% | +3.5% |
| 3Y | +47.3% | +61.1% | -13.9% | +19.1% |
| All | +47.3% | +60.3% | -13.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling