+1,812.7%
CNP vs WEC
+3,978.4%
-2,165.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -1.8% | -1.3% | -0.5% | -0.9% |
| 3M | -4.6% | -3.9% | -0.7% | -1.7% |
| 6M | -8.8% | -8.3% | -0.5% | -2.7% |
| YTD | +5.2% | +3.1% | +2.2% | +3.0% |
| 1Y | +8.3% | +1.9% | +6.4% | +6.8% |
| 3Y | +54.9% | +41.9% | +13.0% | +18.7% |
| 5Y | +73.5% | +30.8% | +42.7% | +40.7% |
| 10Y | +139.1% | +141.9% | -2.8% | +17.7% |
| All | +1,812.7% | +3,978.4% | -2,165.7% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling