+921.3%
CNP vs WAB
+4,092.2%
-3,170.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | -1.8% | -4.4% | +2.6% | -0.9% |
| 3M | -4.6% | +7.9% | -12.5% | -6.4% |
| 6M | -8.8% | +8.7% | -17.6% | -10.9% |
| YTD | +5.2% | +33.0% | -27.7% | -1.5% |
| 1Y | +8.3% | +46.7% | -38.3% | -1.0% |
| 3Y | +54.9% | +153.0% | -98.1% | +24.2% |
| 5Y | +73.5% | +222.3% | -148.8% | +30.7% |
| 10Y | +139.1% | +291.0% | -151.9% | +65.7% |
| All | +921.3% | +4,092.2% | -3,170.9% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling