+568.2%
CNP vs WCN
+8,078.4%
-7,510.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +4.0% | +26.4% | -22.4% | -1.2% |
| 3M | +1.6% | +17.5% | -15.9% | -2.0% |
| 6M | -1.7% | +28.7% | -30.4% | -7.1% |
| YTD | +8.6% | +11.5% | -2.9% | +5.6% |
| 1Y | +5.8% | +15.9% | -10.1% | +2.0% |
| 3Y | +63.0% | +51.6% | +11.4% | +48.2% |
| 5Y | +74.7% | +47.9% | +26.7% | +59.3% |
| 10Y | +143.7% | +322.5% | -178.8% | +86.7% |
| All | +568.2% | +8,078.4% | -7,510.2% | +304.4% |
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