+70.0%
CNP vs WAT
-2.9%
+72.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -1.8% | +2.3% | -4.2% | -2.1% |
| 3M | -4.6% | +8.7% | -13.4% | -5.6% |
| 6M | -8.8% | +28.3% | -37.2% | -11.6% |
| YTD | +5.2% | +7.8% | -2.5% | +4.0% |
| 1Y | +8.3% | +36.6% | -28.3% | +3.4% |
| 3Y | +54.9% | +45.7% | +9.2% | +41.7% |
| All | +70.0% | -2.9% | +72.9% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling