+51.9%
DOW vs CNP
+8.7%
+43.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | +14.7% | +8.7% | +6.0% | +13.6% |
| 3M | +9.1% | -0.7% | +9.8% | +9.5% |
| 6M | -17.7% | -4.2% | -13.5% | -16.5% |
| YTD | +44.6% | +8.9% | +35.7% | +43.6% |
| 1Y | +51.9% | +8.3% | +43.6% | +52.0% |
| All | +51.9% | +8.7% | +43.2% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling