-35.9%
DOW vs CNP
+76.4%
-112.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.9% | +1.6% | -4.6% | -3.4% |
| 30D | +2.0% | -0.8% | +2.7% | +2.1% |
| 3M | -12.5% | -3.6% | -9.0% | -11.7% |
| 6M | -9.2% | -6.9% | -2.3% | -7.5% |
| YTD | +30.8% | +6.4% | +24.3% | +27.8% |
| 1Y | +29.4% | +9.9% | +19.4% | +24.8% |
| 3Y | -34.6% | +53.1% | -87.7% | -44.8% |
| 5Y | -35.9% | +72.0% | -107.9% | -48.7% |
| All | -35.9% | +76.4% | -112.4% | -48.7% |
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