-6.9%
DT vs CNP
+7.7%
-14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -0.7% |
| 7D | -7.5% | -3.0% | -4.5% | -8.9% |
| 30D | -31.5% | +6.8% | -38.4% | -29.2% |
| 3M | -14.0% | +3.6% | -17.6% | -12.5% |
| 6M | +6.9% | 0.0% | +6.9% | +7.4% |
| YTD | +0.3% | +9.4% | -9.1% | +8.3% |
| 1Y | -6.9% | +6.8% | -13.7% | -1.5% |
| All | -6.9% | +7.7% | -14.6% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling