+66.8%
CNP vs TW
+291.9%
-225.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -3.0% | +3.1% | -6.1% | -3.8% |
| 30D | +6.8% | +16.7% | -9.9% | +2.8% |
| 3M | +3.6% | +25.2% | -21.5% | -2.1% |
| 6M | 0.0% | +19.5% | -19.5% | -4.9% |
| YTD | +9.4% | +21.0% | -11.6% | +3.0% |
| 1Y | +6.8% | +19.0% | -12.1% | +1.0% |
| 3Y | +64.2% | +40.7% | +23.5% | +44.7% |
| 5Y | +76.0% | +40.1% | +35.9% | +52.5% |
| All | +66.8% | +291.9% | -225.2% | +3.4% |
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