+4.6%
CNP vs WCN
-9.1%
+13.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | -2.9% | -3.4% | +0.5% | -2.3% |
| 3M | -7.5% | +3.0% | -10.5% | -7.9% |
| 6M | -7.9% | -3.8% | -4.1% | -7.7% |
| YTD | +3.7% | -8.3% | +12.1% | +4.7% |
| 1Y | +4.6% | -9.7% | +14.3% | +7.3% |
| All | +4.6% | -9.1% | +13.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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