+76.0%
CNP vs WCN
+48.0%
+28.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -3.0% | +2.6% | -5.6% | -4.0% |
| 30D | +6.8% | +25.3% | -18.5% | -2.5% |
| 3M | +3.6% | +15.2% | -11.6% | -2.2% |
| 6M | 0.0% | +26.4% | -26.4% | -9.4% |
| YTD | +9.4% | +9.9% | -0.5% | +4.5% |
| 1Y | +6.8% | +16.2% | -9.3% | -0.6% |
| 3Y | +64.2% | +49.4% | +14.7% | +33.4% |
| 5Y | +76.0% | +46.2% | +29.9% | +43.1% |
| All | +76.0% | +48.0% | +28.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling