+8.3%
CNP vs WAT
+32.9%
-24.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.4% |
| 7D | -1.3% | -1.9% | +0.6% | -1.4% |
| 30D | +8.7% | +6.2% | +2.5% | +9.0% |
| 3M | -0.7% | +18.1% | -18.8% | +0.1% |
| 6M | -4.2% | +54.9% | -59.1% | -2.3% |
| YTD | +8.9% | +23.1% | -14.2% | +9.6% |
| 1Y | +8.3% | +27.3% | -18.9% | +9.0% |
| All | +8.3% | +32.9% | -24.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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