+66.6%
CNP vs TW
+301.3%
-234.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.3% | +3.9% | -2.6% | +0.4% |
| 30D | +3.8% | +19.9% | -16.1% | -0.8% |
| 3M | +2.4% | +25.9% | -23.6% | -3.5% |
| 6M | -1.2% | +21.1% | -22.3% | -6.3% |
| YTD | +9.3% | +23.9% | -14.6% | +2.3% |
| 1Y | +6.4% | +21.2% | -14.8% | +0.2% |
| 3Y | +66.4% | +44.8% | +21.6% | +45.5% |
| 5Y | +75.7% | +41.4% | +34.3% | +52.2% |
| All | +66.6% | +301.3% | -234.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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