+66.4%
CNP vs WING
-23.4%
+89.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.3% | -2.5% | +3.8% | +1.3% |
| 30D | +3.8% | +29.5% | -25.7% | +3.5% |
| 3M | +2.4% | +40.2% | -37.8% | +1.9% |
| 6M | -1.2% | +32.7% | -33.9% | -1.5% |
| YTD | +9.3% | -32.8% | +42.1% | +9.2% |
| 1Y | +6.4% | -31.7% | +38.1% | +6.3% |
| 3Y | +66.4% | -24.7% | +91.1% | +48.7% |
| All | +66.4% | -23.4% | +89.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling