+131.5%
CNP vs WING
+341.7%
-210.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.6% | -0.1% | +1.8% | +1.6% |
| 30D | -0.8% | -6.0% | +5.2% | -0.3% |
| 3M | -3.6% | -23.5% | +19.9% | -1.3% |
| 6M | -6.9% | -52.0% | +45.0% | -0.3% |
| YTD | +6.4% | -53.8% | +60.2% | +13.7% |
| 1Y | +9.9% | -63.8% | +73.7% | +20.4% |
| 3Y | +53.1% | -30.8% | +83.9% | +45.4% |
| 5Y | +72.0% | -34.3% | +106.2% | +59.0% |
| 10Y | +131.5% | +352.4% | -220.9% | +55.9% |
| All | +131.5% | +341.7% | -210.2% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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