+139.8%
CNP vs WWD
+494.7%
-354.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -1.1% |
| 7D | -4.3% | +4.2% | -8.5% | -5.6% |
| 30D | +5.7% | -0.8% | +6.5% | +5.6% |
| 3M | +0.9% | -8.2% | +9.1% | +3.0% |
| 6M | -1.1% | -9.8% | +8.8% | +0.8% |
| YTD | +8.3% | +10.4% | -2.1% | +1.9% |
| 1Y | +5.9% | +25.5% | -19.6% | -5.1% |
| 3Y | +64.6% | +155.8% | -91.2% | +10.1% |
| 5Y | +74.6% | +187.3% | -112.7% | +7.7% |
| 10Y | +139.8% | +462.7% | -322.9% | +13.3% |
| All | +139.8% | +494.7% | -354.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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