-10.9%
DOW vs CNP
+61.7%
-72.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -6.0% | +0.7% | -6.7% | -6.4% |
| 30D | -2.7% | -0.1% | -2.7% | -2.8% |
| 3M | -10.5% | -5.6% | -4.9% | -7.9% |
| 6M | -12.4% | -7.5% | -5.0% | -9.2% |
| YTD | +30.0% | +5.5% | +24.5% | +25.3% |
| 1Y | +27.8% | +8.3% | +19.5% | +20.9% |
| 3Y | -34.9% | +51.8% | -86.7% | -50.6% |
| 5Y | -35.9% | +69.9% | -105.8% | -55.7% |
| All | -10.9% | +61.7% | -72.6% | -47.4% |
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