-4.6%
DOW vs CNP
+67.6%
-72.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -6.8% | -3.0% | -3.8% | -5.3% |
| 30D | +10.8% | +6.8% | +3.9% | +6.9% |
| 3M | +4.1% | +3.6% | +0.5% | +1.9% |
| 6M | -12.7% | 0.0% | -12.7% | -13.3% |
| YTD | +39.2% | +9.4% | +29.8% | +31.4% |
| 1Y | +49.5% | +6.8% | +42.6% | +42.6% |
| 3Y | -24.4% | +64.2% | -88.5% | -45.1% |
| 5Y | -29.6% | +76.0% | -105.6% | -52.3% |
| All | -4.6% | +67.6% | -72.3% | -44.9% |
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