+139.8%
CNP vs WING
+742.9%
-603.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | -0.5% |
| 7D | -4.3% | +8.6% | -12.9% | -5.2% |
| 30D | +5.7% | +44.8% | -39.0% | +1.5% |
| 3M | +0.9% | +51.9% | -51.0% | -3.9% |
| 6M | -1.1% | +37.2% | -38.3% | -5.2% |
| YTD | +8.3% | -25.3% | +33.6% | +9.6% |
| 1Y | +5.9% | -25.1% | +31.0% | +6.9% |
| 3Y | +64.6% | -12.9% | +77.5% | +54.7% |
| 5Y | +74.6% | +12.0% | +62.6% | +52.0% |
| 10Y | +139.8% | +716.5% | -576.6% | +50.0% |
| All | +139.8% | +742.9% | -603.0% | +50.0% |
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