+72.4%
CNP vs GWW
+221.5%
-149.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +2.5% | +3.7% | -1.3% | +1.7% |
| 30D | +4.0% | +13.6% | -9.6% | +1.2% |
| 3M | +1.6% | +15.4% | -13.7% | -1.5% |
| 6M | -1.7% | +21.8% | -23.5% | -6.0% |
| YTD | +8.6% | +50.0% | -41.4% | -1.4% |
| 1Y | +5.8% | +60.2% | -54.4% | -5.5% |
| 3Y | +63.0% | +94.4% | -31.4% | +34.4% |
| All | +72.4% | +221.5% | -149.1% | +10.9% |
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