+1,860.4%
CNP vs WST
+14,518.0%
-12,657.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.4% |
| 7D | -4.2% | -3.1% | -1.1% | -3.6% |
| 30D | +5.5% | +9.1% | -3.6% | +3.8% |
| 3M | +0.6% | +14.7% | -14.1% | -2.2% |
| 6M | -2.8% | +28.0% | -30.8% | -7.7% |
| YTD | +7.9% | +45.6% | -37.8% | -0.6% |
| 1Y | +6.7% | +45.7% | -39.0% | -1.8% |
| 3Y | +61.1% | +21.1% | +40.1% | +44.8% |
| 5Y | +73.0% | +0.3% | +72.6% | +58.2% |
| 10Y | +141.9% | +449.0% | -307.1% | +44.4% |
| All | +1,860.4% | +14,518.0% | -12,657.6% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling