+143.3%
CNP vs WAB
+288.7%
-145.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -3.0% | +4.0% | -7.0% | -4.3% |
| 30D | +6.8% | +6.3% | +0.5% | +4.6% |
| 3M | +3.6% | +3.3% | +0.4% | +2.3% |
| 6M | 0.0% | +14.5% | -14.5% | -4.8% |
| YTD | +9.4% | +42.7% | -33.3% | -3.4% |
| 1Y | +6.8% | +45.2% | -38.4% | -6.3% |
| 3Y | +64.2% | +173.8% | -109.6% | +12.5% |
| 5Y | +76.0% | +223.8% | -147.8% | +11.3% |
| 10Y | +143.3% | +280.5% | -137.2% | +21.0% |
| All | +143.3% | +288.7% | -145.4% | +21.0% |
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