+264.7%
CNP vs WTW
+1,139.1%
-874.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.0% |
| 7D | +1.6% | -2.7% | +4.4% | +2.5% |
| 30D | -0.8% | -5.6% | +4.9% | +0.9% |
| 3M | -3.6% | +26.5% | -30.1% | -10.6% |
| 6M | -6.9% | +8.1% | -15.1% | -10.0% |
| YTD | +6.4% | -0.3% | +6.7% | +5.0% |
| 1Y | +9.9% | -0.9% | +10.8% | +8.5% |
| 3Y | +53.1% | +66.6% | -13.5% | +27.0% |
| 5Y | +72.0% | +54.0% | +18.0% | +44.7% |
| 10Y | +131.5% | +198.1% | -66.6% | +62.4% |
| All | +264.7% | +1,139.1% | -874.3% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling