+6.8%
CNP vs WAB
+47.8%
-41.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | -3.0% | +4.0% | -7.0% | -3.4% |
| 30D | +6.8% | +6.3% | +0.5% | +6.2% |
| 3M | +3.6% | +3.3% | +0.4% | +3.3% |
| 6M | 0.0% | +14.5% | -14.5% | -1.4% |
| YTD | +9.4% | +42.7% | -33.3% | +8.5% |
| 1Y | +6.8% | +45.2% | -38.4% | +6.2% |
| All | +6.8% | +47.8% | -41.0% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling