+131.5%
CNP vs WST
+321.8%
-190.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -0.8% | -4.6% | +3.8% | -0.1% |
| 3M | -3.6% | +5.7% | -9.3% | -4.5% |
| 6M | -6.9% | +37.6% | -44.5% | -11.6% |
| YTD | +6.4% | +23.0% | -16.6% | +2.7% |
| 1Y | +9.9% | +33.8% | -23.9% | +4.3% |
| 3Y | +53.1% | -13.4% | +66.5% | +50.5% |
| 5Y | +72.0% | -27.0% | +98.9% | +73.4% |
| 10Y | +131.5% | +324.5% | -193.0% | +39.6% |
| All | +131.5% | +321.8% | -190.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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