+142.0%
CNP vs WAB
+266.7%
-124.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.3% | +5.1% | -3.8% | -0.3% |
| 30D | +3.8% | +4.0% | -0.2% | +2.3% |
| 3M | +2.4% | +0.1% | +2.3% | +2.0% |
| 6M | -1.2% | +12.8% | -14.0% | -5.5% |
| YTD | +9.3% | +40.1% | -30.8% | -3.0% |
| 1Y | +6.4% | +46.4% | -39.9% | -6.9% |
| 3Y | +66.4% | +167.4% | -101.0% | +14.9% |
| 5Y | +75.7% | +215.0% | -139.4% | +12.0% |
| All | +142.0% | +266.7% | -124.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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