+139.9%
CNP vs WCC
+506.2%
-366.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +0.7% | +6.8% | -6.1% | -0.7% |
| 30D | -0.1% | -3.0% | +3.0% | +0.4% |
| 3M | -5.6% | +0.2% | -5.8% | -6.4% |
| 6M | -7.5% | +33.2% | -40.6% | -14.0% |
| YTD | +5.5% | +45.8% | -40.3% | -4.3% |
| 1Y | +8.3% | +68.4% | -60.0% | -5.4% |
| 3Y | +51.8% | +131.1% | -79.4% | +15.9% |
| 5Y | +69.9% | +225.6% | -155.7% | +10.1% |
| 10Y | +139.9% | +534.2% | -394.2% | -7.3% |
| All | +139.9% | +506.2% | -366.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling