+112.2%
DT vs CNP
+67.4%
+44.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +24.1% | -5.6% | +29.7% | +26.0% |
| 6M | +30.1% | -7.5% | +37.6% | +32.6% |
| YTD | +16.8% | +5.5% | +11.3% | +13.4% |
| 1Y | -0.1% | +8.3% | -8.4% | -4.1% |
| 3Y | +6.8% | +51.8% | -44.9% | -10.7% |
| 5Y | -28.4% | +69.9% | -98.2% | -43.5% |
| All | +112.2% | +67.4% | +44.7% | +55.2% |
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