+117.6%
DT vs CNP
+67.0%
+50.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | +2.0% | -1.8% | +3.9% | +2.6% |
| 3M | +20.0% | -4.6% | +24.6% | +21.4% |
| 6M | +39.3% | -8.8% | +48.1% | +42.6% |
| YTD | +19.8% | +5.2% | +14.5% | +16.4% |
| 1Y | +4.3% | +8.3% | -4.0% | +0.2% |
| 3Y | +7.7% | +54.9% | -47.2% | -10.7% |
| 5Y | -26.8% | +73.5% | -100.3% | -42.8% |
| All | +117.6% | +67.0% | +50.6% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling