+950.6%
CNP vs WAB
+4,319.4%
-3,368.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.7% |
| 7D | -4.3% | +4.0% | -8.3% | -5.2% |
| 30D | +5.7% | +4.5% | +1.3% | +4.6% |
| 3M | +0.9% | +2.3% | -1.4% | +0.2% |
| 6M | -1.1% | +12.5% | -13.5% | -3.9% |
| YTD | +8.3% | +40.2% | -31.9% | 0.0% |
| 1Y | +5.9% | +45.2% | -39.3% | -3.0% |
| 3Y | +64.6% | +171.8% | -107.2% | +29.9% |
| 5Y | +74.6% | +217.6% | -143.0% | +31.8% |
| 10Y | +139.8% | +285.3% | -145.5% | +66.2% |
| All | +950.6% | +4,319.4% | -3,368.8% | +368.6% |
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