-23.9%
DOW vs CNP
+63.4%
-87.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -9.4% | -4.3% | -5.1% | -8.7% |
| 30D | +8.9% | +5.7% | +3.2% | +8.0% |
| 3M | +6.7% | +0.9% | +5.8% | +6.6% |
| 6M | -14.2% | -1.1% | -13.1% | -14.1% |
| YTD | +36.9% | +8.3% | +28.7% | +34.8% |
| 1Y | +45.8% | +5.9% | +39.8% | +44.0% |
| 3Y | -23.9% | +64.6% | -88.5% | -37.0% |
| All | -23.9% | +63.4% | -87.3% | -37.0% |
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 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