+139.9%
CNP vs WAB
+282.7%
-142.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | -0.1% | -4.6% | +4.5% | +1.3% |
| 3M | -5.6% | +5.6% | -11.3% | -7.6% |
| 6M | -7.5% | +13.8% | -21.3% | -11.8% |
| YTD | +5.5% | +31.9% | -26.4% | -4.2% |
| 1Y | +8.3% | +48.3% | -39.9% | -5.6% |
| 3Y | +51.8% | +167.1% | -115.4% | +5.0% |
| 5Y | +69.9% | +222.9% | -153.0% | +7.6% |
| 10Y | +139.9% | +289.9% | -150.0% | +19.3% |
| All | +139.9% | +282.7% | -142.7% | +19.3% |
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