+60.4%
CNP vs TW
+221.1%
-160.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | -1.8% | +3.9% | -5.8% | -2.8% |
| 3M | -4.6% | +5.7% | -10.3% | -6.4% |
| 6M | -8.8% | -14.5% | +5.7% | -5.7% |
| YTD | +5.2% | -0.9% | +6.1% | +4.2% |
| 1Y | +8.3% | -13.5% | +21.8% | +11.1% |
| 3Y | +54.9% | +25.0% | +29.9% | +39.9% |
| 5Y | +73.5% | +22.7% | +50.8% | +54.0% |
| All | +60.4% | +221.1% | -160.7% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling