+22.0%
CNP vs WETO
-99.4%
+121.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.9% |
| 7D | +0.7% | -38.7% | +39.3% | +0.6% |
| 30D | -0.1% | -51.3% | +51.3% | +0.1% |
| 3M | -5.6% | -97.8% | +92.2% | -6.9% |
| 6M | -7.5% | -94.8% | +87.3% | -8.0% |
| YTD | +5.5% | -97.2% | +102.7% | +4.7% |
| 1Y | +8.3% | -98.9% | +107.3% | +7.0% |
| All | +22.0% | -99.4% | +121.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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