+34.3%
DLR vs CNP
+73.1%
-38.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.0% |
| 30D | -3.4% | -1.8% | -1.5% | -2.4% |
| 3M | +0.5% | -4.6% | +5.1% | +2.8% |
| 6M | +4.6% | -8.8% | +13.4% | +9.3% |
| YTD | +23.4% | +5.2% | +18.2% | +19.4% |
| 1Y | +19.0% | +8.3% | +10.7% | +13.2% |
| 3Y | +56.5% | +54.9% | +1.6% | +18.9% |
| All | +34.3% | +73.1% | -38.8% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling