+65.6%
CNP vs TW
+298.0%
-232.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.7% |
| 30D | +4.0% | +19.7% | -15.7% | -0.5% |
| 3M | +1.6% | +26.8% | -25.2% | -4.3% |
| 6M | -1.7% | +20.9% | -22.5% | -6.8% |
| YTD | +8.6% | +22.9% | -14.3% | +1.9% |
| 1Y | +5.8% | +20.4% | -14.5% | -0.2% |
| 3Y | +63.0% | +42.9% | +20.1% | +43.1% |
| 5Y | +74.7% | +40.2% | +34.4% | +51.7% |
| All | +65.6% | +298.0% | -232.4% | +2.3% |
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