+547.3%
CNP vs WCN
+6,839.3%
-6,292.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -1.8% | +0.4% | -2.3% | -1.9% |
| 3M | -4.6% | +7.3% | -12.0% | -6.1% |
| 6M | -8.8% | -2.5% | -6.3% | -8.5% |
| YTD | +5.2% | -5.4% | +10.6% | +6.1% |
| 1Y | +8.3% | -8.5% | +16.8% | +9.9% |
| 3Y | +54.9% | +20.8% | +34.1% | +47.9% |
| 5Y | +73.5% | +30.0% | +43.5% | +63.0% |
| 10Y | +139.1% | +238.4% | -99.3% | +91.7% |
| All | +547.3% | +6,839.3% | -6,292.0% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling