+578.5%
CNP vs WPM
+5,967.5%
-5,389.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | -1.8% | +26.4% | -28.2% | -4.5% |
| 3M | -4.6% | +20.8% | -25.5% | -7.0% |
| 6M | -8.8% | +1.1% | -10.0% | -9.7% |
| YTD | +5.2% | +32.5% | -27.2% | +0.7% |
| 1Y | +8.3% | +51.5% | -43.2% | +1.8% |
| 3Y | +54.9% | +267.0% | -212.1% | +30.5% |
| 5Y | +73.5% | +250.1% | -176.6% | +45.6% |
| 10Y | +139.1% | +540.4% | -401.2% | +82.8% |
| All | +578.5% | +5,967.5% | -5,389.0% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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