+207.1%
CNP vs WING
+656.3%
-449.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -4.2% | +9.0% | -13.2% | -5.1% |
| 30D | +5.5% | +39.9% | -34.4% | +1.7% |
| 3M | +0.6% | +40.4% | -39.8% | -3.4% |
| 6M | -2.8% | +12.9% | -15.7% | -5.0% |
| YTD | +7.9% | -31.1% | +38.9% | +10.1% |
| 1Y | +6.7% | -32.7% | +39.4% | +8.9% |
| 3Y | +61.1% | -19.8% | +80.9% | +53.5% |
| 5Y | +73.0% | +4.0% | +69.0% | +52.9% |
| 10Y | +141.9% | +684.4% | -542.5% | +54.9% |
| All | +207.1% | +656.3% | -449.2% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling