+69.3%
CNP vs WTW
+42.3%
+27.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -2.2% | -7.8% | +5.6% | -0.2% |
| 30D | -2.1% | -7.9% | +5.8% | -0.1% |
| 3M | -7.9% | +19.9% | -27.9% | -12.5% |
| 6M | -8.3% | +9.8% | -18.1% | -11.2% |
| YTD | +3.8% | -3.3% | +7.1% | +3.8% |
| 1Y | +5.9% | -3.3% | +9.2% | +5.8% |
| 3Y | +49.3% | +61.5% | -12.3% | +24.3% |
| 5Y | +69.3% | +42.6% | +26.7% | +42.5% |
| All | +69.3% | +42.3% | +27.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling