+84.4%
DT vs CNP
+71.8%
+12.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -20.2% | -4.3% | -15.9% | -19.1% |
| 30D | -30.8% | +5.7% | -36.5% | -32.0% |
| 3M | -10.2% | +0.9% | -11.1% | -10.7% |
| 6M | +8.0% | -1.1% | +9.1% | +7.7% |
| YTD | +1.5% | +8.3% | -6.8% | -2.4% |
| 1Y | -6.9% | +5.9% | -12.8% | -9.8% |
| 3Y | -10.9% | +64.6% | -75.5% | -27.7% |
| 5Y | -42.2% | +74.6% | -116.8% | -54.8% |
| All | +84.4% | +71.8% | +12.6% | +33.6% |
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