+131.5%
CNP vs WEC
+143.0%
-11.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | -0.8% | +0.3% | -1.1% | -1.0% |
| 3M | -3.6% | -2.9% | -0.6% | -1.4% |
| 6M | -6.9% | -5.9% | -1.0% | -2.6% |
| YTD | +6.4% | +4.1% | +2.3% | +3.5% |
| 1Y | +9.9% | +3.1% | +6.8% | +7.6% |
| 3Y | +53.1% | +40.8% | +12.3% | +19.0% |
| 5Y | +72.0% | +31.7% | +40.3% | +39.7% |
| 10Y | +131.5% | +141.1% | -9.6% | +19.1% |
| All | +131.5% | +143.0% | -11.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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