+502.9%
CNP vs WU
-19.6%
+522.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | -1.8% | -1.1% | -0.7% | -1.6% |
| 3M | -4.6% | -3.9% | -0.8% | -4.8% |
| 6M | -8.8% | -20.7% | +11.8% | -4.0% |
| YTD | +5.2% | -18.4% | +23.6% | +9.5% |
| 1Y | +8.3% | -8.1% | +16.4% | +7.9% |
| 3Y | +54.9% | -24.2% | +79.0% | +60.3% |
| 5Y | +73.5% | -50.4% | +124.0% | +101.1% |
| 10Y | +139.1% | -40.0% | +179.2% | +157.3% |
| All | +502.9% | -19.6% | +522.5% | +434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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