+69.9%
CNP vs GWW
+221.1%
-151.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.7% | -0.5% | +1.1% | +0.7% |
| 30D | -0.1% | -1.4% | +1.4% | +0.2% |
| 3M | -5.6% | -3.6% | -2.0% | -5.0% |
| 6M | -7.5% | +15.1% | -22.6% | -10.5% |
| YTD | +5.5% | +27.5% | -22.0% | -0.6% |
| 1Y | +8.3% | +29.6% | -21.3% | +1.5% |
| 3Y | +51.8% | +90.1% | -38.3% | +24.2% |
| 5Y | +69.9% | +222.6% | -152.7% | +12.7% |
| All | +69.9% | +221.1% | -151.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling