+844.2%
CNP vs WAT
+12,612.0%
-11,767.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.2% |
| 7D | -4.3% | +6.0% | -10.4% | -5.1% |
| 30D | +5.7% | +9.9% | -4.2% | +4.3% |
| 3M | +0.9% | +17.2% | -16.2% | -1.4% |
| 6M | -1.1% | +34.2% | -35.3% | -5.4% |
| YTD | +8.3% | +25.5% | -17.2% | +3.9% |
| 1Y | +5.9% | +28.3% | -22.3% | +1.2% |
| 3Y | +64.6% | +88.4% | -23.7% | +45.9% |
| 5Y | +74.6% | +36.1% | +38.4% | +60.7% |
| 10Y | +139.8% | +234.8% | -95.0% | +94.1% |
| All | +844.2% | +12,612.0% | -11,767.8% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling