+140.6%
CNP vs GWW
+665.1%
-524.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.5% | +3.7% | -1.3% | +1.3% |
| 30D | +4.0% | +13.6% | -9.6% | -0.2% |
| 3M | +1.6% | +15.4% | -13.7% | -3.1% |
| 6M | -1.7% | +21.8% | -23.5% | -8.1% |
| YTD | +8.6% | +50.0% | -41.4% | -5.6% |
| 1Y | +5.8% | +60.2% | -54.4% | -10.2% |
| 3Y | +63.0% | +94.4% | -31.4% | +26.3% |
| 5Y | +74.7% | +221.8% | -147.2% | +9.7% |
| All | +140.6% | +665.1% | -524.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling