+46.9%
DUK vs CNP
+52.2%
-5.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -0.1% | +0.7% | -0.8% | -0.5% |
| 30D | +0.2% | -0.1% | +0.3% | +0.3% |
| 3M | -1.9% | -5.6% | +3.7% | +1.6% |
| 6M | -6.5% | -7.5% | +1.0% | -2.1% |
| YTD | +5.4% | +5.5% | -0.1% | +2.5% |
| 1Y | +3.6% | +8.3% | -4.8% | -0.8% |
| All | +46.9% | +52.2% | -5.3% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling