+143.3%
CNP vs WCC
+460.5%
-317.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -3.0% | -9.9% | +6.9% | -1.2% |
| 30D | +6.8% | -13.4% | +20.2% | +9.4% |
| 3M | +3.6% | -13.5% | +17.1% | +5.8% |
| 6M | 0.0% | -10.6% | +10.6% | +0.7% |
| YTD | +9.4% | +30.1% | -20.7% | +0.8% |
| 1Y | +6.8% | +22.3% | -15.5% | -0.5% |
| 3Y | +64.2% | +130.3% | -66.1% | +23.8% |
| 5Y | +76.0% | +144.5% | -68.5% | +22.4% |
| 10Y | +143.3% | +431.8% | -288.5% | -2.8% |
| All | +143.3% | +460.5% | -317.2% | -2.8% |
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