+9.9%
CNP vs WAT
+32.5%
-22.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.6% | -0.7% | +2.4% | +1.6% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | -3.6% | +10.9% | -14.5% | -3.1% |
| 6M | -6.9% | +33.2% | -40.1% | -6.0% |
| YTD | +6.4% | +6.1% | +0.4% | +6.5% |
| 1Y | +9.9% | +30.2% | -20.3% | +12.0% |
| All | +9.9% | +32.5% | -22.5% | +12.0% |
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