-28.1%
DT vs CNP
+76.4%
-104.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | +2.7% | -0.8% | +3.5% | +2.8% |
| 3M | +20.0% | -3.6% | +23.5% | +20.3% |
| 6M | +28.0% | -6.9% | +35.0% | +29.1% |
| YTD | +16.0% | +6.4% | +9.6% | +13.7% |
| 1Y | +0.7% | +9.9% | -9.2% | -2.2% |
| 3Y | +6.2% | +53.1% | -46.9% | -5.7% |
| 5Y | -28.1% | +72.0% | -100.1% | -38.2% |
| All | -28.1% | +76.4% | -104.6% | -38.2% |
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 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